Pages that link to "Item:Q4539350"

The following pages link to Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation (Q4539350):

Displaying 35 items.

• On the Maxwell system under impedance boundary conditions with memory (Q404727) (← links)
• A numerical analysis of American options with regime switching (Q618604) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
• Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
• Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
• Superconvergence estimates of finite element methods for American options (Q993293) (← links)
• Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
• Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
• A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
• Virtual element approximation of two-dimensional parabolic variational inequalities (Q2147270) (← links)
• Primal-dual active set method for pricing American better-of option on two assets (Q2205394) (← links)
• Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
• Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
• Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
• Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
• Convergence analysis of finite element method for a parabolic obstacle problem (Q2424925) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• Convergence of a finite element approximation to a degenerate parabolic variational inequality with non-smooth data arising from American option valuation (Q3161137) (← links)
• A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432) (← links)
• (Q3572344) (← links)
• (Q4564888) (← links)
• Numerical study for European option pricing equations with non-levy jumps (Q4987125) (← links)
• A finite volume–alternating direction implicit method for the valuation of American options under the Heston model (Q5030557) (← links)
• An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
• Error Estimates for Lagrange--Galerkin Approximation of American Options Valuation (Q5210536) (← links)
• Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
• Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
• An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
• An implicit scheme for American put options (Q6057151) (← links)
• Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
• Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)