Pages that link to "Item:Q503351"
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The following pages link to Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351):
Displaying 11 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745) (← links)
- High Order Compact Schemes for Option Pricing with Liquidity Shocks (Q4626511) (← links)
- Numerical method for optimal portfolio in an exponential utility regime-switching model (Q5030573) (← links)
- Efficient finite difference method for optimal portfolio in a power utility regime-switching model (Q5031703) (← links)
- Numerical Simulation of the Coupled Sine-Gordon Equations via a Linearized and Decoupled Compact ADI Method (Q5742581) (← links)
- IMEX schemes for a parabolic-ODE system of European options with liquidity shocks (Q5962602) (← links)
- Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods (Q6549868) (← links)
- RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)
- A high-order numerical scheme and its analysis for Caputo temporal-fractional Black-Scholes model: European double barrier knock-out option (Q6660865) (← links)
