Pages that link to "Item:Q5850760"
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The following pages link to A highly accurate adaptive finite difference solver for the Black–Scholes equation (Q5850760):
Displaying 16 items.
- Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
- A multigrid preconditioner for an adaptive Black-Scholes solver (Q533713) (← links)
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- Pricing American options using a space-time adaptive finite difference method (Q982922) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Radial basis function generated finite differences for option pricing problems (Q1732412) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- Adaptive time-stepping schemes for the solution of the Poisson-Nernst-Planck equations (Q1995976) (← links)
- A high order method for pricing of financial derivatives using radial basis function generated finite differences (Q2221552) (← links)
- An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812) (← links)
- Pricing of Basket Options Using Dimension Reduction and Adaptive Finite Differences in Space, and Discontinuous Galerkin in Time (Q3179707) (← links)
- A highly parallel Black–Scholes solver based on adaptive sparse grids (Q4903544) (← links)
- (Q4955537) (← links)
- An adaptive successive over-relaxation method for computing the Black–Scholes implied volatility (Q5300448) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
- An efficient and accurate adaptive time-stepping method for the Black-Scholes equations (Q6647983) (← links)
