Pages that link to "Item:Q2411163"
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The following pages link to A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163):
Displaying 11 items.
- Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme (Q380461) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Numerical solution of an obstacle problem with interval coefficients (Q2178955) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
- Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- (Q5033284) (← links)
