Channels - Novel fitted multi-point flux approximation methods for options pricing :: FRELIP Discovery

Similar Items: Novel fitted multi-point flux approximation methods for options pricing

Quick Look
Novel fitted schemes based on mimetic finite difference method for options pricing
Quick Look
Option pricing with non-constant volatility
Quick Look
Option Pricing models with Stochastic Volatility and Jumps
Quick Look
A survey of computational methods for pricing Asian options
Quick Look
Methods of pricing convertible bonds
Quick Look
Efficient numerical methods for the valuation of American barrier options
Quick Look
Equity options and stochastic interest rates : error in Black-Scholes prices and hedges for European- and American-style equity options when short rates are Ornstein-Uhlenbeck
Quick Look
Locking-free discontinuous Galerkin methods for problems in elasticity, using linear and multilinear approximations
Quick Look
Static hedging of barrier options : a review of four methods
Quick Look
Approximations to the Lévy LIBOR Model
Quick Look
Uniform Dual Approximation to Veronese Curves in Small Dimension
Quick Look
Valuation of American Lookback-Options and the Distribution of Kronecker Sequences
Quick Look
Analytical approximations of surface fields induced on convex scatters by exteriorly incident scalar fields
Quick Look
Numerical and analytical approximation: Special Issue on the second meeting of “Gruppo di Attività ANA&A - SIMAI”
Quick Look
Computational study of numerical flux schemes for mesoscale atmospheric flows in a Finite Volume framework
Quick Look
On the Lipschitz Continuity of the Spherical Cap Discrepancy around Generic Point Sets
Quick Look
Estimates for the rate of convergence of finite element approximations of the solution of a time-dependent variational inequality
Quick Look
Pricing inflation-linked derivatives using the Jarrow-Yildirim model
Quick Look
On the Distribution Modulo one of the a-Points of the k th Derivative of an L-Function in the Selberg Class
Quick Look
Classification, Valuation and Real Options Analysis of Climate Change Projects in Africa: A case study of Ghana in West Africa
Quick Look
Pricing multi-asset options in exponential levy models
Quick Look
The required ansatz to construct Lie point transformations and the symmetries of a first-order stochastic differential equation
Quick Look
Novel methods of supernova classification and type probability estimation
Quick Look
Error analysis for Galerkin finite element approximations of general second order hyperbolic equations

Author: Tambue, Antoine

Author: Koffi, Rock Stephane

Quick Look
Novel fitted multi-point flux approximation methods for options pricing