Pages that link to "Item:Q2878115"
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The following pages link to Comparison of numerical methods (Bi-CGSTAB, OS, MG) for the 2D Black-Scholes equation (Q2878115):
Displaying 4 items.
- The multigrid algorithm applied to a degenerate equation: A convergence analysis (Q1004017) (← links)
- A comparison study of ADI and operator splitting methods on option pricing models (Q1946200) (← links)
- Iterative speedup by utilizing symmetric data in pricing options with two risky assets (Q2415032) (← links)
- Comparison of numerical schemes on multi-dimensional Black-Scholes equations (Q2872194) (← links)