Pages that link to "Item:Q2280454"
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The following pages link to DG method for pricing European options under Merton jump-diffusion model. (Q2280454):
Displaying 4 items.
- Unified error analysis of discontinuous Galerkin methods for parabolic obstacle problem. (Q1984570) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- Numerical valuation of European and American options under Merton's model (Q6099987) (← links)
- Exponential Ornstein-Uhlenbeck model for Asian barrier option pricing in uncertain environment (Q6671902) (← links)