Pages that link to "Item:Q2859757"
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The following pages link to A finite volume element method for American options (Q2859757):
Displaying 11 items.
- An inverse finite element method for pricing American options (Q315621) (← links)
- Real options pricing by the finite element method (Q639116) (← links)
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
- A finite volume element method for perpetual American option (Q2860172) (← links)
- (Q3131833) (← links)
- Finite volume element method for pricing European option (Q3181001) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- (Q4905484) (← links)
- (Q5260162) (← links)