Pages that link to "Item:Q5031852"
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The following pages link to A computationally efficient numerical approach for multi-asset option pricing (Q5031852):
Displaying 17 items.
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
- Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform (Q952091) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- High-order computational methods for option valuation under multifactor models (Q2253418) (← links)
- Multi-name assets exchange option pricing simulation based on pair-copulas (Q2916844) (← links)
- SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980) (← links)
- Pricing Multi-Asset Options with Sparse Grids and Fourth Order Finite Differences (Q5292052) (← links)
- (Q5886729) (← links)
- An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options (Q6049303) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
- An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems (Q6632418) (← links)
