The following pages link to (Q4905484):
Displaying 19 items.
- An inverse finite element method for pricing American options (Q315621) (← links)
- A penalty method for a fractional order parabolic variational inequality governing American put option valuation (Q316424) (← links)
- Real options pricing by the finite element method (Q639116) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements (Q2007600) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- A finite volume element method for American options (Q2859757) (← links)
- (Q3110762) (← links)
- (Q3131833) (← links)
- (Q3572344) (← links)
- PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
- A Model for Optimal Human Navigation with Stochastic Effects (Q5117979) (← links)
- (Q5260162) (← links)
- A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346) (← links)
- A penalty method for American multi-asset option problems (Q6040370) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
