Pages that link to "Item:Q1265770"

The following pages link to Option pricing with transaction costs and a nonlinear Black-Scholes equation (Q1265770):

Displaying 50 items.

• The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
• A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
• A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
• An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
• On the Hoggard-Whalley-Wilmott equation for the pricing of options with transaction costs (Q2461279) (← links)
• A distributed algorithm for European options with nonlinear volatility (Q2485516) (← links)
• Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
• A closed-form approximation for the fractional Black-Scholes model with transaction costs (Q2629413) (← links)
• Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation (Q2666263) (← links)
• Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation (Q2667135) (← links)
• Testing stationarity of the detrended price return in stock markets (Q2668268) (← links)
• Frequent hedging under transaction costs and a nonlinear Fokker-Planck PDE (Q2783723) (← links)
• Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (Q2874174) (← links)
• A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
• On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)
• The black-Scholes formula and the Greek parameters for a nonlinear Black-Scholes equation (Q2910780) (← links)
• An ETD Crank-Nicolson method for reaction-diffusion systems (Q2910812) (← links)
• Option Pricing in the Large Risk Aversion, Small Transaction Cost Limit (Q2931975) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• (Q2993889) (← links)
• (Q3119711) (← links)
• Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
• OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS (Q3195491) (← links)
• LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS (Q3195492) (← links)
• Double knock-out Asian barrier options which widen or contract as they approach maturity (Q3395741) (← links)
• Efficient analytic approximation of the optimal hedging strategy for a European call option with transaction costs (Q3437400) (← links)
• OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
• Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
• UTILITY INDIFFERENCE PRICING OF INTEREST-RATE GUARANTEES (Q3632194) (← links)
• High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
• Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
• THE BEST HEDGING STRATEGY IN THE PRESENCE OF TRANSACTION COSTS (Q3648637) (← links)
• Nonlinearities in Financial Engineering (Q3654706) (← links)
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
• 2D Gauss-Hermite Quadrature Method for Jump-Diffusion PIDE Option Pricing Models (Q4562628) (← links)
• Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon (Q4614937) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• Indifference Pricing in a Market with Transaction Costs and Jumps (Q4626491) (← links)
• Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
• Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
• PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847) (← links)
• High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
• Spline approximation method to solve an option pricing problem (Q4899077) (← links)
• LIQUIDITY IN A BINOMIAL MARKET (Q4906530) (← links)
• Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
• Short Communication: A Note on Utility Indifference Pricing with Delayed Information (Q4988553) (← links)
• Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing (Q4988556) (← links)
• Conic quantization: stochastic volatility and market implied liquidity (Q4991041) (← links)