Pages that link to "Item:Q908388"

The following pages link to Moving mesh methods for pricing Asian options with regime switching (Q908388):

Displaying 8 items.

• Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
• Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) (← links)
• Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← links)
• Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
• Convergence Rates of Moving Mesh Rannacher Methods for PDEs of Asian Options Pricing (Q3180336) (← links)
• COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
• Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)