Pages that link to "Item:Q1732487"
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The following pages link to High order method for Black-Scholes PDE (Q1732487):
Displaying 5 items.
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
- Stabilization of a stock-loan valuation PDE process using differential flatness theory (Q6570419) (← links)