Pages that link to "Item:Q5312713"
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The following pages link to High-accuracy finite-difference methods for the valuation of options (Q5312713):
Displaying 10 items.
- Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme. (Q1399766) (← links)
- Extrapolation of difference methods in option valuation (Q1826691) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- High-order computational methods for option valuation under multifactor models (Q2253418) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- High‐performance numerical pricing methods (Q4790862) (← links)
- Spline approximation method to solve an option pricing problem (Q4899077) (← links)
- On the acceleration of explicit finite difference methods for option pricing (Q5300443) (← links)
- (Q5319025) (← links)
- (Q5441583) (← links)