Pages that link to "Item:Q6099987"
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The following pages link to Numerical valuation of European and American options under Merton's model (Q6099987):
Displaying 4 items.
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- Operator splitting schemes for American options under the two-asset Merton jump-diffusion model (Q1986143) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)