Pages that link to "Item:Q1004743"
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The following pages link to On the numerical solution of nonlinear Black-Scholes equations (Q1004743):
Displaying 10 items.
- High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
- Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
- (Q4999718) (← links)
- (Q5153837) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
- Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
