Pages that link to "Item:Q865981"
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The following pages link to A new numerical method an American option pricing (Q865981):
Displaying 15 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- A method-of-lines approach for solving American option problems (Q2332986) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Modulus-based successive overrelaxation method for pricing American options (Q2855158) (← links)
- A Numerical Approach for the American Call Option Pricing Model (Q3075297) (← links)
- (Q3562491) (← links)
- (Q3644616) (← links)
- A Fast Numerical Method for the Black--Scholes Equation of American Options (Q4443682) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- (Q4980966) (← links)