1

An iterative method for pricing American options under jump-diffusion models

Year:
2011
Language:
english
File:
PDF, 180 KB
english, 2011
7

Operator splitting methods for pricing American options under stochastic volatility

Year:
2009
Language:
english
File:
PDF, 280 KB
english, 2009
23

Preconditioned iterative methods on sparse subspaces

Year:
2006
Language:
english
File:
PDF, 285 KB
english, 2006
28

Numerical valuation of options under Kou's model

Year:
2007
Language:
english
File:
PDF, 85 KB
english, 2007
38

Iterative Methods for Pricing American Options under the Bates Model

Year:
2013
Language:
english
File:
PDF, 130 KB
english, 2013
49

Editorial

Year:
2015
Language:
english
File:
PDF, 420 KB
english, 2015