Pages that link to "Item:Q3428051"
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The following pages link to Finite volume methods for the valuation of American options (Q3428051):
Displaying 12 items.
- Variational inequalities applied to option market problem (Q945263) (← links)
- Front-tracking finite difference methods for the valuation of American options (Q1272691) (← links)
- A general error estimate for parabolic variational inequalities (Q2134446) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- A finite volume element method for American options (Q2859757) (← links)
- A finite volume element method for perpetual American option (Q2860172) (← links)
- PRICING EUROPEAN TWO-ASSET OPTION USING THE SPECTRAL METHOD WITH SECOND-KIND CHEBYSHEV POLYNOMIALS (Q5101563) (← links)
- Numerical Methods for System Parabolic Variational Inequalities from Regime-Switching American Option Pricing (Q5210324) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- (Q5260162) (← links)
- (Q5276979) (← links)
- (Q5860884) (← links)