Pages that link to "Item:Q4623366"
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The following pages link to Numerical solution of systems of partial integral differential equations with application to pricing options (Q4623366):
Displaying 18 items.
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Two approximated techniques for solving of system of two-dimensional partial integral differential equations with weakly singular kernels (Q2245764) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- Probabilistic numerical approach for PDE and its application in the valuation of European options (Q2770163) (← links)
- NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317) (← links)
- Leader Authenticity in Intercultural School Contexts (Q4937494) (← links)
- Numerical valuation of Bermudan basket options via partial differential equations (Q5031294) (← links)
- SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (Q5076297) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- A novel approach to solving system of integral partial differential equations based on hybrid modified block-pulse functions (Q6559961) (← links)
- Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
- Approximate solution to solve singular variable-order fractional Volterra–Fredholm integral partial differential equations type defined using hybrid functions (Q6590583) (← links)
