Pages that link to "Item:Q4629252"
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The following pages link to Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes (Q4629252):
Displaying 5 items.
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Some nonlinear fractional PDEs involving \(\beta \)-derivative by using rational \(\exp\left( - \operatorname{\Omega} \left( \eta\right)\right)\)-expansion method (Q2188177) (← links)
- On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs (Q6104881) (← links)
