Pages that link to "Item:Q531075"

The following pages link to An efficient numerical method for pricing option under jump diffusion model (Q531075):

Displaying 21 items.

• A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
• Numerical simulations for the pricing of options in jump diffusion markets (Q442180) (← links)
• Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
• A numerical method for option pricing under jump-diffusion process (Q2858516) (← links)
• A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models (Q3116423) (← links)
• Robust numerical methods for contingent claims under jump diffusion processes (Q4659906) (← links)
• A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341) (← links)
• Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
• An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
• An efficient variable step-size method for options pricing under jump-diffusion models with nonsmooth payoff function (Q5154006) (← links)
• (Q5209043) (← links)
• On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)