Pages that link to "Item:Q5156663"
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The following pages link to Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663):
Displaying 11 items.
- A new kind of parallel finite difference method for the quanto option pricing model (Q1622737) (← links)
- A comparison study of ADI and operator splitting methods on option pricing models (Q1946200) (← links)
- A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing (Q1997989) (← 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)
- A posteriori error control and adaptivity for the IMEX BDF2 method for PIDEs with application to options pricing models (Q2103424) (← links)
- Iterative speedup by utilizing symmetric data in pricing options with two risky assets (Q2415032) (← links)
- Comparison of numerical schemes on multi-dimensional Black-Scholes equations (Q2872194) (← links)
- Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
- (Q4955537) (← links)
- A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315) (← links)
- The elastoplastic large deformation analysis based on meshless radial basis reproducing kernel particle method (Q6539869) (← links)
