The following pages link to (Q3131833):
Displaying 5 items.
- 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)
- Modulus-based successive overrelaxation method for pricing American options (Q2855158) (← links)
- Accelerated modulus-based symmetric successive overrelaxation iteration method for pricing two-asset American option (Q2983715) (← links)
- (Q4905484) (← links)
- A Discontinuous Galerkin Method for Pricing American Options Under the Constant Elasticity of Variance Model (Q5372346) (← links)