Pages that link to "Item:Q1930396"
From MaRDI portal
The following pages link to A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396):
Displaying 10 items.
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- Two kinds of finite difference schemes of pricing for American put options (Q2859724) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme (Q5049834) (← links)
- Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)
