Search Results

• ADI Finite Difference Schemes for Option Pricing in the Heston Model with Correlation

  K. J. In't Hout, S. Foulon

  2010-07-01

  35275 2885 Pages:303-320

• Jumps Without Tears: A New Splitting Technology for Barrier Options

  Andrey Itkin, Peter Carr

  2011-08-01

  31489 2671 Pages:667-704

• A Finite Volume Method Preserving the Invariant Region Property for the Quasimonotone Reaction-Diffusion Systems

  Huifang Zhou, Yuchun Sun, Fuchang Huo

  2024-10-09

  13638 1098 Pages:910-932