The following pages link to (Q5868467):
Displaying 11 items.
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Financial options pricing with regime-switching jump-diffusions (Q2398904) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Finite volume methods for pricing jump-diffusion option model (Q2987181) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114) (← links)
- (Q5276979) (← links)
- Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)
- A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)