Pages that link to "Item:Q721576"
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The following pages link to A numerical study of Asian option with high-order compact finite difference scheme (Q721576):
Displaying 14 items.
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
- A new development of sixth order accurate compact scheme for the Helmholtz equation (Q2053305) (← links)
- A novel hybrid method based cubic B-spline for one-dimensional Stefan problem with moving PCM, size-dependent thermal conductivity and periodic boundary condition (Q2091376) (← links)
- Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coefficients (Q2186918) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- High-order compact finite difference scheme for pricing Asian option with moving boundary condition (Q2415424) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Numerical methods for time-fractional convection-diffusion problems with high-order accuracy (Q2669018) (← links)
- FOURTH-ORDER COMPACT SCHEME FOR OPTION PRICING UNDER THE MERTON’S AND KOU’S JUMP-DIFFUSION MODELS (Q4571701) (← links)
- The discontinuous Galerkin method for discretely observed Asian options (Q5120892) (← links)
- Efficient Spectral-Galerkin Method for Pricing Asian Options (Q5882286) (← links)
- An efficient hybrid method based on cubic B-spline and fourth-order compact finite difference for solving nonlinear advection-diffusion-reaction equations (Q6107436) (← links)
- High Order Method for Variable Coefficient Integro-Differential Equations and Inequalities Arising In Option Pricing Pradeep (Q6143260) (← links)
