Pages that link to "Item:Q819096"
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The following pages link to Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096):
Displaying 9 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Exponential Rosenbrock integrators for option pricing (Q970405) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- A spectral method for bonds (Q2384583) (← links)
- A modification of Cauchy's method for quadratic equations (Q2465856) (← links)
- A comparison study of explicit and implicit numerical methods for the equity-linked securities (Q2788838) (← links)
- Robust spectral method for numerical valuation of European options under Merton's jump-diffusion model (Q2875711) (← links)
- Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options (Q2942223) (← links)
- Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
