Pages that link to "Item:Q4986626"
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The following pages link to Artificial Boundary Method for European Pricing Option Problem (Q4986626):
Displaying 5 items.
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
- An Artificial Boundary Method for American Option Pricing under the CEV Model (Q3395093) (← links)
- On pricing options under two stochastic volatility processes (Q6569311) (← links)