Pages that link to "Item:Q4423060"
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The following pages link to Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060):
Displaying 14 items.
- A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
- Reconstructing local volatility using total variation (Q523719) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Real options pricing by the finite element method (Q639116) (← links)
- DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces (Q3551497) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- A partial differential equation connected to option pricing with stochastic volatility: Regularity results and discretization (Q4671839) (← links)
- Analytic approach to solve a degenerate parabolic PDE for the Heston model (Q5348435) (← links)
- Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
- A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) (← links)
