The following pages link to (Q5257277):
Displaying 13 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- Two kinds of finite difference schemes of pricing for American put options (Q2859724) (← links)
- Spectral methods for the Black-Scholes model of American options valuation (Q2924754) (← links)
- A Fast Numerical Method for the Black--Scholes Equation of American Options (Q4443682) (← links)
- Finite difference method for solving American option based on Landau's transformation (Q4640540) (← links)
