Pages that link to "Item:Q2859171"

The following pages link to Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (Q2859171):

Displaying 7 items.

• A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
• A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
• Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
• Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
• Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)