Pages that link to "Item:Q4653566"
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The following pages link to ADAPTIVE FINITE ELEMENT METHODS FOR LOCAL VOLATILITY EUROPEAN OPTION PRICING (Q4653566):
Displaying 6 items.
- Real options pricing by the finite element method (Q639116) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183) (← links)
- Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
- An adaptive global-local generalized FEM for multiscale advection-diffusion problems (Q6120134) (← links)