Pages that link to "Item:Q455849"
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The following pages link to Tridiagonal implicit method to evaluate European and American options under infinite activity Lévy models (Q455849):
Displaying 5 items.
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
