Pages that link to "Item:Q2804501"
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The following pages link to Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501):
Displaying 6 items.
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
- Positive Splitting Method for the Hull & White 2D Black-Scholes Equation (Q6243015) (← links)
