Pages that link to "Item:Q5704067"
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The following pages link to Parabolic ADI Methods for Pricing American Options on Two Stocks (Q5704067):
Displaying 9 items.
- Multi-asset American options and parallel quantization (Q370907) (← links)
- Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- First-Order Schemes in the Numerical Quantization Method (Q4409034) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
- Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- An alternative method for analytical solutions of two-dimensional Black-Scholes-Merton equation (Q6168391) (← links)