Pages that link to "Item:Q273385"
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The following pages link to Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385):
Displaying 14 items.
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Pricing options under stochastic volatility jump model: a stable adaptive scheme (Q2273036) (← links)
- Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models (Q2279852) (← links)
- Convergence analysis of finite element method for a parabolic obstacle problem (Q2424925) (← links)
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- (Q5257277) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) (← links)
