Pages that link to "Item:Q534248"
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The following pages link to An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248):
Displaying 11 items.
- TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
- Valuing Asian options using the finite element method and duality techniques (Q952087) (← links)
- Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- A Numerical Approach to Price Path Dependent Asian Options (Q3304760) (← links)
- (Q3456453) (← links)
- Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
- The discontinuous Galerkin method for discretely observed Asian options (Q5120892) (← links)
- (Q5409165) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- Existence and uniqueness of solutions to the ultraparabolic Hamilton-Jacobi equation (Q6611905) (← links)