Pages that link to "Item:Q4626514"
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The following pages link to High-Order-Compact ADI Schemes for Pricing Basket Options in the Combination Technique (Q4626514):
Displaying 3 items.
- High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)
- Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing (Q3068183) (← links)
- An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model (Q5157093) (← links)