Pages that link to "Item:Q5372346"
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The following pages link to A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346):
Displaying 13 items.
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
- A multiquadric quasi-interpolations method for CEV option pricing model (Q1631408) (← links)
- Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) (← links)
- Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options (Q3176046) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- The discontinuous Galerkin method for discretely observed Asian options (Q5120892) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
