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  • Search: subject:"Pseudo-spectral method"
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Bilinear pseudo-spectral method 1 Black-Scholes model 1 Black-Scholes-Modell 1 Chord diagrams 1 Derivat 1 Derivative 1 Heston's model 1 Kadomtsev–Petviashvili equation 1 Kronecker product 1 Option pricing theory 1 Options pricing 1 Optionspreistheorie 1 Pseudo-spectral method 1 Soliton solutions 1 Stochastic process 1 Stochastischer Prozess 1 Two-dimensional Black-Scholes equation 1 Window technique 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Kao, Chiu-Yen 1 Khasi, M. 1 Kodama, Yuji 1 Rashidinia, J. 1
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Computational economics 1 Mathematics and Computers in Simulation (MATCOM) 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A bilinear pseudo-spectral method for solving two-asset European and American pricing options
Khasi, M.; Rashidinia, J. - In: Computational economics 63 (2024) 2, pp. 893-918
Persistent link: https://www.econbiz.de/10014475075
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Numerical study of the KP equation for non-periodic waves
Kao, Chiu-Yen; Kodama, Yuji - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 7, pp. 1185-1218
The Kadomtsev–Petviashvili (KP) equation describes weakly dispersive and small amplitude waves propagating in a quasi-two-dimensional situation. Recently a large variety of exact soliton solutions of the KP equation has been found and classified. Those soliton solutions are localized along...
Persistent link: https://www.econbiz.de/10010751892
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