Search Results

• Artificial Boundary Method for European Pricing Option Problem

  Hongshan Li, Zhongyi Huang

  2020-08-15

  48453 3160 Pages:746-773

• Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models

  Xiao-Ting Gan, Jun-Feng Yin & Yun-Xiang Guo

  2018-03-19

  37477 3242 Pages:227-247

• Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing

  Zhiqiang Zhou, Jingtang Ma & Xuemei Gao

  2021-09-02

  42306 3310 Pages:782-808

• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

  Hong-Kui Pang & Hai-Wei Sun

  2018-08-14

  37706 4876 Pages:52-68

• Tri-Diagonal Preconditioner for Toeplitz Systems from Finance

  Hong-Kui Pang, Ying-Ying Zhang & Xiao-Qing Jin

  2018-03-21

  37930 4700 Pages:82-88