Pages that link to "Item:Q4626511"
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The following pages link to High Order Compact Schemes for Option Pricing with Liquidity Shocks (Q4626511):
Displaying 4 items.
- High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (Q1982765) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- High-order computational methods for option valuation under multifactor models (Q2253418) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)