Pages that link to "Item:Q2841332"
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The following pages link to Pricing European and American options in the Heston model with accelerated explicit finite differencing methods (Q2841332):
Displaying 9 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility (Q1658811) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- (Q2934454) (← links)
- Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
- On the acceleration of explicit finite difference methods for option pricing (Q5300443) (← links)
- Fast and realistic European ARCH option pricing and hedging (Q5397413) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
