Pages that link to "Item:Q4553796"
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The following pages link to A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796):
Displaying 5 items.
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)