CTMC integral equation method for American options under stochastic local volatility models

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2021.104145 ◽

2021 ◽

pp. 104145

Author(s):

Jingtang Ma ◽

Wensheng Yang ◽

Zhenyu Cui

Keyword(s):

Integral Equation ◽

American Options ◽

Integral Equation Method ◽

Equation Method ◽

Local Volatility ◽

Volatility Models ◽

Stochastic Local Volatility

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Free energy and point defect distribution for heavily doped AgCl by an integral equation method

Le Journal de Physique Colloques ◽

10.1051/jphyscol:1980625 ◽

1980 ◽

Vol 41 (C6) ◽

pp. C6-94-C6-96

Author(s):

A. R. Allnatt ◽

E. Loftus Allnatt

Keyword(s):

Integral Equation ◽

Free Energy ◽

Point Defect ◽

Integral Equation Method ◽

Equation Method ◽

Defect Distribution ◽

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Three-dimensional dipole-source electromagnetic modeling based on an integral equation method with a rugged earth surface

Advances in Earth and Environmental Sciences ◽

10.2495/icesep130441 ◽

2013 ◽

Author(s):

Yong Li ◽

Pinrong Lin ◽

Sixu Han

Keyword(s):

Integral Equation ◽

Three Dimensional ◽

Integral Equation Method ◽

Equation Method ◽

Dipole Source ◽

Earth Surface ◽

Electromagnetic Modeling

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An Efficient 3D Integral Equation Method for Computation of Electromagnetic Wavefields in a Layered Configuration Containing Inhomogeneous Objects

PIERS Online ◽

10.2529/piers071206124801 ◽

2008 ◽

Vol 4 (6) ◽

pp. 615-620 ◽

Author(s):

Peter M. van den Berg ◽

Aria Abubakar ◽

Tarek M. Habashy

Keyword(s):

Integral Equation ◽

Integral Equation Method ◽

Equation Method

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Frequency Domain Analysis for Hydrodynamic Responses of Floating Structure using Desingularized Indirect Boundary Integral Equation Method

Journal of the Society of Naval Architects of Korea ◽

10.3744/snak.2019.56.1.011 ◽

2019 ◽

Vol 56 (1) ◽

pp. 11-22 ◽

Author(s):

Seunghoon Oh ◽

Dongho Jung ◽

Seok-kyu Cho ◽

Bo-woo Nam ◽

Hong Gun Sung

Keyword(s):

Integral Equation ◽

Frequency Domain ◽

Boundary Integral Equation ◽

Integral Equation Method ◽

Domain Analysis ◽

Frequency Domain Analysis ◽

Boundary Integral ◽

Boundary Integral Equation Method ◽

Equation Method ◽

Floating Structure

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Collocating Local Volatility: A Competitive Alternative to Stochastic Local Volatility Models

SSRN Electronic Journal ◽

10.2139/ssrn.3251912 ◽

2018 ◽

Author(s):

Anthonie van der Stoep ◽

Lech Aleksander Grzelak ◽

Cornelis W. Oosterlee

Keyword(s):

Local Volatility ◽

Volatility Models ◽

Stochastic Local Volatility

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Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models based on Markov Chain Approximations

SSRN Electronic Journal ◽

10.2139/ssrn.3691568 ◽

2020 ◽

Author(s):

Zhenyu Cui ◽

Justin Kirkby ◽

Duy Nguyen

Keyword(s):

Markov Chain ◽

Local Volatility ◽

Efficient Simulation ◽

Volatility Models ◽

Markov Chain Approximations ◽

Stochastic Local Volatility

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Integral Equation Method for Lightning Indirect Effects and HIRF Applications

International Conference on Lightning [amp ] Static Electricity (ICOLSE 2015) ◽

10.1049/ic.2015.0211 ◽

2015 ◽

Author(s):

T. Abboud ◽

D. Barbier ◽

G. Peres ◽

F. Be[acute ]reux

Keyword(s):

Integral Equation ◽

Indirect Effects ◽

Integral Equation Method ◽

Equation Method

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Bragg reflection in a fully nonlinear numerical wave tank based on boundary integral equation method

Ocean Engineering ◽

10.1016/j.oceaneng.2008.09.008 ◽

2008 ◽

Vol 35 (17-18) ◽

pp. 1800-1810 ◽

Author(s):

Hung-Jie Tang ◽

Chai-Cheng Huang

Keyword(s):

Integral Equation ◽

Boundary Integral Equation ◽

Bragg Reflection ◽

Integral Equation Method ◽

Boundary Integral ◽

Boundary Integral Equation Method ◽

Equation Method ◽

Numerical Wave Tank ◽

Fully Nonlinear ◽

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Parallel discontinuous Galerkin surface integral equation method for solving large and complex PEC scattering problems

2020 IEEE MTT-S International Conference on Numerical Electromagnetic and Multiphysics Modeling and Optimization (NEMO) ◽

10.1109/nemo49486.2020.9343494 ◽

2020 ◽

Author(s):

Du Yulin ◽

Huang Xiaowei ◽

Yang Minglin ◽

Sheng Xinqing

Keyword(s):

Integral Equation ◽

Discontinuous Galerkin ◽

Integral Equation Method ◽

Equation Method ◽

Surface Integral ◽

Scattering Problems ◽

Surface Integral Equation

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Numerical analysis of doubly periodic array of cracks/rigid-line inclusions in an infinite isotropic medium using the boundary integral equation method

International Journal of Fracture ◽

10.1007/s10704-005-5993-1 ◽

2005 ◽

Vol 133 (4) ◽

pp. 389-405 ◽

Author(s):

C. Y. Dong ◽

Kang Yong Lee

Keyword(s):

Integral Equation ◽

Numerical Analysis ◽

Boundary Integral Equation ◽

Isotropic Medium ◽

Integral Equation Method ◽

Boundary Integral ◽

Periodic Array ◽

Equation Method ◽

Doubly Periodic Array

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