Pages that link to "Item:Q952085"
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The following pages link to Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085):
Displaying 11 items.
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Efficient solution of a partial integro-differential equation in finance (Q952815) (← links)
- Exponential time integration for fast finite element solutions of some financial engineering problems (Q1002209) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Pricing Options in Jump-Diffusion Models: An Extrapolation Approach (Q3392173) (← links)
- PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options (Q3448333) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Fast exponential time integration scheme for option pricing with jumps (Q4909730) (← links)