Pages that link to "Item:Q945264"

The following pages link to Pricing options under jump diffusion processes with fitted finite volume method (Q945264):

Displaying 39 items.

• The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
• A radial basis function based implicit-explicit method for option pricing under jump-diffusion models (Q321380) (← links)
• Comparison of numerical methods on pricing equations with non-Lévy jumps (Q330364) (← links)
• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
• Jump-diffusion processes: volatility smile fitting and numerical methods for option pricing (Q375333) (← links)
• Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
• An efficient numerical method for pricing option under jump diffusion model (Q531075) (← links)
• Option pricing in jump diffusion models with quadratic spline collocation (Q671091) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• A power penalty approach to American option pricing with jump diffusion processes (Q1008786) (← links)
• A computational scheme for uncertain volatility model in option pricing (Q1030664) (← links)
• A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
• RBF-PU method for pricing options under the jump-diffusion model with local volatility (Q1747298) (← links)
• A penalty method for American options with jump diffusion processes (Q1889909) (← links)
• Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
• A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
• A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
• Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
• An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
• Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• A numerical method for option pricing under jump-diffusion process (Q2858516) (← 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)
• A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models (Q3116423) (← links)
• Numerical performance of penalty method for American option pricing (Q3161139) (← links)
• Wavelet method for option pricing under the two-asset Merton jump-diffusion model (Q3384784) (← links)
• FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS (Q4571701) (← links)
• Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes (Q4629252) (← links)
• Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
• Modeling and Computation of CO₂Allowance Derivatives Under Jump-Diffusion Processes (Q5153684) (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
• (Q5276979) (← links)
• Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)
• (Q5868467) (← links)
• A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
• Numerical valuation of European and American options under Merton's model (Q6099987) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)