Pages that link to "Item:Q3647543"
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The following pages link to Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543):
Displaying 16 items.
- On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids (Q848791) (← links)
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- Faber-Schauder wavelet sparse grid approach for option pricing with transactions cost (Q1722240) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
- Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation (Q2271410) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- Finite difference schemes for a nonlinear Black-Scholes model with transaction cost and volatility risk (Q2945121) (← links)
- High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
