Pages that link to "Item:Q2731404"
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The following pages link to A fast and highly accurate numerical method for the evaluation of American options. (Q2731404):
Displaying 14 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Superconvergence estimates of finite element methods for American options (Q993293) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Application of the singularity-separating method to American exotic option pricing (Q1871996) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- Application of the Fast Gauss Transform to Option Pricing (Q3114865) (← links)
- Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium (Q3114871) (← links)
- (Q3562491) (← links)
- A Fast Numerical Method for the Black--Scholes Equation of American Options (Q4443682) (← links)
- Numerical methods for American option pricing (Q5398775) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
