Pages that link to "Item:Q5745130"

The following pages link to On Multistep Stabilizing Correction Splitting Methods with Applications to the Heston Model (Q5745130):

Displaying 10 items.

• ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
• Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
• A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
• Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
• AMFR-W-methods for parabolic problems with mixed derivates. Applications to the Heston model (Q2223823) (← links)
• Convergence in the maximum norm of ADI-type methods for parabolic problems (Q2238833) (← links)
• A robust spectral method for solving Heston's model (Q2247922) (← links)
• Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
• Convergence in $\ell_2$ and $\ell_\infty$ Norm of One-Stage AMF-W-Methods for Parabolic Problems (Q4960450) (← links)
• Adaptive option pricing based on a posteriori error estimates for fully discrete finite difference methods (Q6664909) (← links)