The following pages link to (Q5260516):
Displaying 11 items.
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A new numerical method an American option pricing (Q865981) (← links)
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← links)
- A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
- Spectral methods for the Black-Scholes model of American options valuation (Q2924754) (← links)