Pages that link to "Item:Q2315945"

The following pages link to A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945):

Displaying 19 items.

• A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Numerical investigation of double-diffusive convection in rectangular cavities with different aspect ratio. I: High-accuracy numerical method (Q2027609) (← links)
• High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
• Sixth-order compact finite difference scheme with discrete sine transform for solving Poisson equations with Dirichlet boundary conditions (Q2043836) (← links)
• Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
• A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
• Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
• Finite difference methods of the spatial fractional Black–Schloes equation for a European call option (Q4557276) (← links)
• PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← links)
• (Q5095419) (← links)
• (Q5260264) (← links)
• (Q6119093) (← links)
• Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)
• Design and analysis of efficient computational techniques for solving a temporal-fractional partial differential equation with the weakly singular solution (Q6543190) (← links)
• Efficient numerical algorithms for solving a time-fractional diffusion equation with weakly singular solution (Q6581991) (← links)
• A fourth-order compact ADI scheme for solving a two-dimensional time-fractional reaction-subdiffusion equation (Q6606830) (← links)