Pages that link to "Item:Q5300443"
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The following pages link to On the acceleration of explicit finite difference methods for option pricing (Q5300443):
Displaying 17 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
- Extrapolated stabilized explicit Runge-Kutta methods (Q1674658) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (Q2348959) (← links)
- A class of high-order Runge-Kutta-Chebyshev stability polynomials (Q2374706) (← links)
- ESERK5: a fifth-order extrapolated stabilized explicit Runge-Kutta method (Q2423667) (← links)
- Pricing European and American options in the Heston model with accelerated explicit finite differencing methods (Q2841332) (← links)
- An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic Lévy Process (Q3567028) (← links)
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- High-accuracy finite-difference methods for the valuation of options (Q5312713) (← links)
