Pages that link to "Item:Q2801927"
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The following pages link to High-Order Compact Finite Difference Method for Black–Scholes PDE (Q2801927):
Displaying 4 items.
- High order method for Black-Scholes PDE (Q1732487) (← links)
- High order splitting schemes with complex timesteps and their application in mathematical finance (Q2252368) (← links)
- Efficient hedging in Bates model using high-order compact finite differences (Q2417141) (← links)
- High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)