Pages that link to "Item:Q486710"
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The following pages link to Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710):
Displaying 5 items.
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- A Flexible Galerkin Scheme for Option Pricing in Lévy Models (Q4553796) (← links)
- Analysis of Quantization Error in Financial Pricing via Finite Difference Methods (Q4572020) (← links)
- Error analysis of finite difference and Markov chain approximations for option pricing (Q4581292) (← links)
- (Q5319025) (← links)