Pages that link to "Item:Q5003927"
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The following pages link to An extremely efficient numerical method for pricing options in the Black–Scholes model with jumps (Q5003927):
Displaying 5 items.
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)