Pages that link to "Item:Q2941477"
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The following pages link to Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models (Q2941477):
Displaying 15 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← 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)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Mini-workshop: Mathematics of dissipation -- dynamics, data and control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting) (Q2693005) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate (Q5030547) (← links)
- Simulation and Control of a Nonsmooth Cahn–Hilliard Navier–Stokes System with Variable Fluid Densities (Q5051776) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
- Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)
- American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
- Stable model reduction for linear variational inequalities with parameter-dependent constraints (Q6041070) (← links)
- On the limitations of low‐rank approximations in contact mechanics problems (Q6092158) (← links)
