Pages that link to "Item:Q1004744"

The following pages link to Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744):

Displaying 48 items.

• Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753) (← links)
• Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
• Solving Black-Scholes equations using fractional generalized homotopy analysis method (Q827357) (← links)
• Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
• A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
• Computing option pricing models under transaction costs (Q980254) (← links)
• On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
• An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Exact and numerical solution of Black--Scholes matrix equation (Q1764689) (← links)
• Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
• An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
• Numerical option pricing without oscillations using flux limiters (Q2007187) (← links)
• Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
• Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
• An efficient alternating direction explicit method for solving a nonlinear partial differential equation (Q2217068) (← links)
• Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
• An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
• Numerical solution of the non-local Black-Scholes model by means of discrete mollification (Q2799714) (← links)
• Adomian series solution of a generalized Black-Scholes equation and its numerical computation (Q2825027) (← 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)
• Stationary Solutions of Some Nonlinear Black–Scholes Type Equations Arising in Option Pricing (Q2905432) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• (Q2993889) (← links)
• NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317) (← links)
• Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
• A different approach to the European option pricing model with new fractional operator (Q4615565) (← links)
• Numerical solution of systems of partial integral differential equations with application to pricing options (Q4623366) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
• (Q4999718) (← links)
• Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (Q5044970) (← links)
• SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (Q5076297) (← links)
• A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
• (Q5119608) (← 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)
• Weak solution of non-Newtonian polytropic variational inequality in fresh agricultural product supply chain problem (Q6083236) (← links)
• A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)