Pages that link to "Item:Q5372098"
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The following pages link to Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098):
Displaying 11 items.
- Option pricing in jump diffusion models with quadratic spline collocation (Q671091) (← links)
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
- A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← 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)
- An RBF-FD method for pricing American options under jump-diffusion models (Q2203013) (← links)
- A finite volume element method for American options (Q2859757) (← links)
- Finite volume methods for pricing jump-diffusion option model (Q2987181) (← links)
- Finite volume element method for pricing European option (Q3181001) (← links)
- (Q5276979) (← links)
- (Q5868467) (← links)
