Pages that link to "Item:Q547966"

The following pages link to A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966):

Displaying 5 items.

• Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
• Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
• SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
• A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
• High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)