Pages that link to "Item:Q2884851"
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The following pages link to An operator splitting method for pricing the ELS option (Q2884851):
Displaying 10 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- Operator splitting schemes for the two-asset Merton jump-diffusion model (Q2223797) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- (Q3526616) (← links)
- Efficient and accurate finite difference method for the four underlying asset ELS (Q5039647) (← links)
- FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES (Q5149909) (← links)
- (Q5886729) (← links)