Pages that link to "Item:Q2987181"
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The following pages link to Finite volume methods for pricing jump-diffusion option model (Q2987181):
Displaying 7 items.
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (Q1982765) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- A Second-order Finite Difference Method for Option Pricing Under Jump-diffusion Models (Q3116423) (← links)
- (Q5276979) (← links)
- Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)
- (Q5868467) (← links)