Pages that link to "Item:Q2874174"
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The following pages link to Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (Q2874174):
Displaying 8 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- The positive numerical solution for stochastic age-dependent capital system based on explicit-implicit algorithm (Q2029118) (← links)
- Construction of nonstandard finite difference schemes for the SI and SIR epidemic models of fractional order (Q2228755) (← links)
- Qualitative analysis of a mathematical model with presymptomatic individuals and two SARS-CoV-2 variants (Q2245737) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- Nonstandard finite difference methods: recent trends and further developments (Q2816621) (← links)
