Pages that link to "Item:Q1671736"
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The following pages link to Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736):
Displaying 8 items.
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- A radial basis function-Hermite finite difference (RBF-HFD) method for the cubic-quintic complex Ginzburg-Landau equation (Q2695676) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
- Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
- RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
