Pages that link to "Item:Q2036089"

The following pages link to Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089):

Displaying 16 items.

• A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
• On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
• Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
• On a high-order Gaussian radial basis function generated Hermite finite difference method and its application (Q2059722) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
• A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (Q2256464) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← 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)
• Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
• Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (Q2859171) (← links)
• Finite difference schemes for a nonlinear Black-Scholes model with transaction cost and volatility risk (Q2945121) (← links)
• Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)