Pages that link to "Item:Q1705003"

The following pages link to A high-order finite difference method for option valuation (Q1705003):

Displaying 20 items.

• Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
• A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
• Derivative pricing as a transport problem: MPDATA solutions to Black-Scholes-type equations (Q1989176) (← links)
• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
• High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
• On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
• High-order computational methods for option valuation under multifactor models (Q2253418) (← links)
• Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (Q2348959) (← links)
• A new method for solving Kolmogorov equations in mathematical finance (Q2363532) (← links)
• Option valuation by using discrete singular convolution (Q2570721) (← links)
• High-order exponential spline method for pricing European options (Q4646565) (← links)
• (Q5260516) (← links)
• High-accuracy finite-difference methods for the valuation of options (Q5312713) (← links)
• (Q5441583) (← links)
• Numerical valuation of European and American options under Merton's model (Q6099987) (← links)
• A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing (Q6133000) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)