Pages that link to "Item:Q2748866"
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The following pages link to A finite volume approach for contingent claims valuation (Q2748866):
Displaying 43 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
- Computational approaches to solving equations arising from wound healing (Q841793) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
- A more accurate finite difference approach to the pricing of contingent claims (Q1294132) (← links)
- Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (Q1342435) (← links)
- Numerical analysis of strategic contingent claims models (Q1386850) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- How should a convertible bond be decomposed? (Q1938898) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- On the relationship of the dynamic programing approach and the contingent claim approach to asset valuation (Q1979072) (← links)
- Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Stochastic control of ecological networks (Q2153745) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- Wireless network capacity management: a real options approach (Q2432936) (← links)
- Diamond-cell finite volume scheme for the Heston model (Q2515716) (← links)
- Wellposedness of the boundary value formulation of a fixed strike Asian option (Q2570098) (← links)
- Multi-factor financial derivatives on finite domains (Q2583443) (← links)
- From Navier-Stokes to Black-Scholes: numerical methods in computational finance (Q2799722) (← links)
- Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem (Q2889587) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield (Q3430020) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- Smoothing with positivity-preserving Padé schemes for parabolic problems with nonsmooth data (Q4680486) (← links)
- A computationally efficient numerical approach for multi-asset option pricing (Q5031852) (← links)
- Implicit solution of uncertain volatility/transaction cost option pricing models with discretely observed barriers. (Q5931564) (← links)
- Second order finite volume IMEX Runge-Kutta schemes for two dimensional parabolic PDEs in finance (Q6613548) (← links)
- IMEX-RK finite volume methods for nonlinear 1d parabolic PDEs. Application to option pricing (Q6613572) (← links)
