Pages that link to "Item:Q2804504"
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The following pages link to Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504):
Displaying 25 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
- Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Pricing multi-asset option problems: a Chebyshev pseudo-spectral method (Q1731613) (← links)
- Weather derivatives pricing using regime switching model (Q1746426) (← links)
- Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- A Local Radial Basis Function Method for High-Dimensional American Option Pricing Problems (Q4959381) (← links)
- A second-order efficient<i>L</i>-stable numerical method for space fractional reaction–diffusion equations (Q5026520) (← links)
- High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
- Numerical efficiency of some exponential methods for an advection–diffusion equation (Q5031843) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
