Pages that link to "Item:Q6143557"
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The following pages link to An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557):
Displaying 5 items.
- The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)