Pages that link to "Item:Q5210324"

The following pages link to Numerical Methods for System Parabolic Variational Inequalities from Regime-Switching American Option Pricing (Q5210324):

Displaying 8 items.

• Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
• Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
• Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
• (Q5439683) (← links)
• Numerical schemes for variational inequalities arising in international asset pricing (Q5948629) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
• A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)
• Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)