Pages that link to "Item:Q2053265"
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The following pages link to A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265):
Displaying 8 items.
- A power penalty approach to American option pricing with jump diffusion processes (Q1008786) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Numerical valuation of European and American options under Merton's model (Q6099987) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)
