Pages that link to "Item:Q2837028"
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The following pages link to Numerical methods for solving a Black-Scholes equation (Q2837028):
Displaying 7 items.
- Analytic models for parameter dependency in option price modelling (Q312173) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- High order method for Black-Scholes PDE (Q1732487) (← links)
- A distributed algorithm for European options with nonlinear volatility (Q2485516) (← links)
- Comparison of numerical methods (Bi-CGSTAB, OS, MG) for the 2D Black-Scholes equation (Q2878115) (← links)
- A Contour Integral Method for the Black–Scholes and Heston Equations (Q3095083) (← links)
- (Q5294285) (← links)