Pages that link to "Item:Q5031851"
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The following pages link to An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851):
Displaying 15 items.
- Predictor-corrector balance method for the worst-case 1D option pricing (Q901423) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models (Q2115062) (← links)
- Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) (← links)
- Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options (Q2450049) (← links)
- An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models (Q5380920) (← links)
- (Q5868467) (← links)
- Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← 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)
- Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)
- The Order-p Tensor Linear Complementarity Problem for Images Deblurring (Q6489309) (← links)
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)
- Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
