Pages that link to "Item:Q3565099"

The following pages link to Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099):

Displaying 21 items.

• On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693) (← links)
• Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations (Q901413) (← links)
• A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
• Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
• Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
• High order method for Black-Scholes PDE (Q1732487) (← links)
• Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
• A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
• Affine processes under parameter uncertainty (Q2296126) (← links)
• The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
• Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (Q2859171) (← links)
• Nonlinearities in Financial Engineering (Q3654706) (← links)
• Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
• Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
• The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
• (Q4955537) (← links)
• (Q4999718) (← links)
• Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)