Pages that link to "Item:Q5031225"
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The following pages link to An integration preconditioning method for solving option pricing problems (Q5031225):
Displaying 7 items.
- Predictor-corrector balance method for the worst-case 1D option pricing (Q901423) (← links)
- High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- Generalized finite integration method with space-time decomposition technique for solving high dimensional option pricing models (Q6044723) (← links)
- Fictitious finite integration method for solving high order partial differential equations (Q6539067) (← links)
- Fast finite integration method with variational limit for multi-dimensional partial differential equations (Q6539856) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)