Pages that link to "Item:Q614340"

The following pages link to The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340):

Displaying 38 items.

• An improved method for pricing and hedging long dated American options (Q323396) (← links)
• A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
• A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
• Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov-Galerkin method (Q512310) (← links)
• A fast numerical method to price American options under the Bates model (Q516683) (← links)
• DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
• Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
• Pricing European and American options by radial basis point interpolation (Q903013) (← links)
• Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
• Numerical solution of stochastic elliptic partial differential equations using the meshless method of radial basis functions (Q1653611) (← links)
• A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Fast and accurate calculation of American option prices (Q1715613) (← links)
• ADI schemes for valuing European options under the Bates model (Q1748427) (← links)
• Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
• Numerical simulation of reaction-diffusion neural dynamics models and their synchronization/desynchronization: application to epileptic seizures (Q2004428) (← links)
• Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
• Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
• Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
• Dynamical behavior of reaction-diffusion neural networks and their synchronization arising in modeling epileptic seizure: a numerical simulation study (Q2210614) (← links)
• A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
• The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
• Local RBF method for multi-dimensional partial differential equations (Q2406271) (← links)
• A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
• Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
• Decentralized Time-Constrained Scheduling for Sensor Network in Identification of Distributed Parameter Systems (Q2833395) (← links)
• From insurance risk to credit portfolio management: a new approach to pricing CDOs (Q4554223) (← links)
• Pricing American options under jump-diffusion models using local weak form meshless techniques (Q4976348) (← links)
• Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
• An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• A variable step‐size extrapolated Crank–Nicolson method for option pricing under stochastic volatility model with jump (Q6120406) (← links)