Pages that link to "Item:Q5156976"

The following pages link to An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976):

Displaying 8 items.

• A highly accurate linearized method for free boundary problems (Q813195) (← links)
• Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
• A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
• An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
• Primal-dual active set method for pricing American better-of option on two assets (Q2205394) (← links)
• Spectral methods for the Black-Scholes model of American options valuation (Q2924754) (← links)
• A posteriori error estimator for weak Galerkin finite element method for Stokes problem using diagonalization techniques (Q6167774) (← links)
• Adaptive neural network surrogate model for solving the nonlinear elastic inverse problem via Bayesian inference (Q6583083) (← links)