Search Results

• Artificial Boundary Method for European Pricing Option Problem

  Hongshan Li, Zhongyi Huang

  2020-08-15

  48638 3222 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

  37635 3285 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

  42527 3379 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

  37870 5003 Pages:52-68

• Tri-Diagonal Preconditioner for Toeplitz Systems from Finance

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

  2018-03-21

  38102 4829 Pages:82-88