Pages that link to "Item:Q2945121"
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The following pages link to Finite difference schemes for a nonlinear Black-Scholes model with transaction cost and volatility risk (Q2945121):
Displaying 13 items.
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
- Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function (Q3385959) (← links)
- High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
- Exact solutions and numerical simulation for Bakstein-Howison model (Q5076660) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
