Pages that link to "Item:Q1938114"
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The following pages link to Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114):
Displaying 11 items.
- The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- (Q2934454) (← links)
- A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models (Q3116423) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Asset pricing for an affine jump‐diffusion model using an FD method of lines on nonuniform meshes (Q4629252) (← links)
