Pages that link to "Item:Q618530"

The following pages link to A spectral element approximation to price European options with one asset and stochastic volatility (Q618530):

Displaying 37 items.

• A spectral element method for solving the Pennes bioheat transfer equation by using triangular and quadrilateral elements (Q345487) (← links)
• A Legendre spectral element method on a large spatial domain to solve the predator-prey system modeling interacting populations (Q350413) (← links)
• A spectral element framework for option pricing under general exponential Lévy processes (Q395363) (← links)
• High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
• A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets (Q618451) (← links)
• A spectral element method to price European options. I. Single asset with and without jump diffusion (Q618463) (← links)
• DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Modal spectral element method in curvilinear domains (Q1743408) (← links)
• A new spectral element method for pricing European options under the Black-Scholes and Merton jump diffusion models (Q1930421) (← links)
• Pricing European and American options under Heston model using discontinuous Galerkin finite elements (Q1998136) (← links)
• An efficient implicit spectral element method for time-dependent nonlinear diffusion equations by evaluating integrals at one quadrature point (Q2006529) (← links)
• Nonconforming least-squares spectral element method for European options (Q2007189) (← links)
• Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
• A numerical solution strategy based on error analysis for time-fractional mobile/immobile transport model (Q2100277) (← links)
• A novel finite difference-spectral method for fractal mobile/immobile transport model based on Caputo-Fabrizio derivative (Q2129441) (← links)
• A class of moving Kriging interpolation-based DQ methods to simulate multi-dimensional space Galilei invariant fractional advection-diffusion equation (Q2129637) (← links)
• Application of spectral element method for solving Sobolev equations with error estimation (Q2202446) (← links)
• Alternating direction implicit-spectral element method (ADI-SEM) for solving multi-dimensional generalized modified anomalous sub-diffusion equation (Q2203234) (← links)
• Legendre spectral element method for solving time fractional modified anomalous sub-diffusion equation (Q2290538) (← links)
• Spectral element technique for nonlinear fractional evolution equation, stability and convergence analysis (Q2360685) (← links)
• High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)
• High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603) (← links)
• Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options (Q2450049) (← links)
• High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
• Second-order finite difference/spectral element formulation for solving the fractional advection-diffusion equation (Q2665575) (← links)
• Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
• On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430) (← links)
• Legendre rational pseudospectral method for Black-Scholes equation (Q3180519) (← links)
• Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
• On a semi-spectral method for pricing an option on a mean-reverting asset (Q4646794) (← links)
• Legendre spectral element method (LSEM) to simulate the two-dimensional system of nonlinear stochastic advection–reaction–diffusion models (Q5072943) (← links)
• (Q5128157) (← links)
• A spectral element method using the modal basis and its application in solving second‐order nonlinear partial differential equations (Q5178137) (← links)
• Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
• Numerical and theoretical discussions for solving nonlinear generalized Benjamin–Bona–Mahony–Burgers equation based on the Legendre spectral element method (Q6088453) (← links)
• High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)