Pages that link to "Item:Q2078260"
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The following pages link to Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260):
Displaying 4 items.
- Modulus-based successive overrelaxation method for pricing American options (Q2855158) (← links)
- Accelerated modulus-based symmetric successive overrelaxation iteration method for pricing two-asset American option (Q2983715) (← links)
- (Q3131833) (← links)
- Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)