Pages that link to "Item:Q2423065"
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The following pages link to Numerical solution of generalized Black-Scholes model (Q2423065):
Displaying 15 items.
- A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200) (← links)
- Space-time kernel based numerical method for generalized Black-Scholes equation (Q827488) (← links)
- An accurate and efficient numerical method for solving Black-Scholes equation in option pricing (Q843396) (← links)
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
- On approximate-analytical solution of generalized Black-Scholes equation (Q2822979) (← links)
- Adomian series solution of a generalized Black-Scholes equation and its numerical computation (Q2825027) (← links)
- Numerical methods for solving a Black-Scholes equation (Q2837028) (← links)
- (Q6119093) (← links)
- A stable time-dependent mesh method for generalized credit rating migration problem (Q6140496) (← links)
