Pages that link to "Item:Q1722182"
From MaRDI portal
The following pages link to Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182):
Displaying 24 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model (Q313654) (← links)
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Front-tracking finite difference methods for the valuation of American options (Q1272691) (← links)
- A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions (Q1655357) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Semismooth Newton methods with domain decomposition for American options (Q1747290) (← links)
- A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396) (← links)
- A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- On boundary immobilization for one-dimensional Stefan-type problems with a moving boundary having initially parabolic-logarithmic behaviour (Q2700447) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Finite difference method for solving American option based on Landau's transformation (Q4640540) (← links)
- (Q4920584) (← links)
- (Q4994283) (← links)
- SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (Q5076297) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)
- Adaptive implicit finite difference for American options (Q6665204) (← links)
