The following pages link to (Q2951725):
Displaying 8 items.
- A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
- Efficient implicit scheme with positivity preserving and smoothing properties (Q1936182) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Numerical option pricing without oscillations using flux limiters (Q2007187) (← links)
- Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
- A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (Q2256464) (← links)
- A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients (Q2444255) (← links)
- (Q4647038) (← links)
