The following pages link to (Q5276979):
Displaying 10 items.
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
- Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
- A fitted finite volume method for the valuation of options on assets with stochastic volatilities (Q2494013) (← links)
- On convergence of a fitted finite-volume method for the valuation of options on assets with stochastic volatilities (Q3058286) (← links)
- Finite volume element method for pricing European option (Q3181001) (← links)
- Finite volume method of option pricing model under uncertain volatility (Q3306598) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- (Q5868467) (← links)
- Positive Splitting Method for the Hull & White 2D Black-Scholes Equation (Q6243015) (← links)
