Pages that link to "Item:Q4986613"
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The following pages link to Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613):
Displaying 6 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- 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)
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) (← links)
- Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
