Pages that link to "Item:Q2142005"
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The following pages link to A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005):
Displaying 6 items.
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- (Q2934454) (← links)
- A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341) (← links)
- An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models (Q5380920) (← links)
- Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models (Q5417790) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)