Pages that link to "Item:Q2203803"
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The following pages link to Pricing the financial Heston-Hull-White model with arbitrary correlation factors via an adaptive FDM (Q2203803):
Displaying 7 items.
- Analysis of an affine version of the Heston-Hull-White option pricing partial differential equation (Q465088) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- Constructing an efficient multi-step iterative scheme for nonlinear system of equations (Q5025486) (← links)
