Pages that link to "Item:Q2348959"
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The following pages link to Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (Q2348959):
Displaying 16 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Extrapolation of difference methods in option valuation (Q1826691) (← links)
- Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
- Pricing geometric Asian rainbow options under the mixed fractional Brownian motion (Q2139665) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- An integration preconditioning method for solving option pricing problems (Q5031225) (← links)
- An efficient fourth-order numerical scheme for nonlinear multi-asset option pricing problems (Q6632418) (← links)
