Pages that link to "Item:Q3114144"
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The following pages link to Numerical Solution via Transformation Methods of Nonlinear Models in Option Pricing (Q3114144):
Displaying 12 items.
- Operator splitting kernel based numerical method for a generalized Leland's model (Q457738) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- On traveling wave solutions to a Hamilton-Jacobi-Bellman equation with inequality constraints (Q1943085) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- <i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557) (← links)
- A transformation method for solving the Hamilton-Jacobi-Bellman equation for a constrained dynamic stochastic optimal allocation problem (Q2874280) (← links)
- Efficient Application of the Two-Grid Technique for Solving Time-Fractional Non-linear Parabolic Problem (Q2942215) (← links)
- (Q3655790) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- Numerical solution of systems of partial integral differential equations with application to pricing options (Q4623366) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
