Pages that link to "Item:Q618451"
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The following pages link to A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451):
Displaying 15 items.
- A Legendre spectral element method on a large spatial domain to solve the predator-prey system modeling interacting populations (Q350413) (← links)
- A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463) (← links)
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Spectral element method for parabolic initial value problem with non-smooth data: analysis and application (Q1691404) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Nonconforming least-squares spectral element method for European options (Q2007189) (← links)
- A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Legendre rational pseudospectral method for Black-Scholes equation (Q3180519) (← links)
- An averaged vector field Legendre spectral element method for the nonlinear Schrödinger equation (Q4976317) (← links)
- (Q5128157) (← links)
- A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations (Q5178137) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
