Pages that link to "Item:Q1952786"

The following pages link to A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786):

Displaying 8 items.

• Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
• Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
• Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (Q2859171) (← links)
• Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (Q2874174) (← links)