Pages that link to "Item:Q671091"
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The following pages link to Option pricing in jump diffusion models with quadratic spline collocation (Q671091):
Displaying 9 items.
- The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
- Discrete septic spline quasi-interpolants for solving generalized Fredholm integral equation of the second kind via three degenerate kernel methods (Q1992067) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- Computation of the unknown volatility from integral option price observations in jump-diffusion models (Q2664823) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)