Pages that link to "Item:Q421803"
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The following pages link to Numerical solution of a parabolic problem arising in finance (Q421803):
Displaying 8 items.
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
- A simple equation solver and its application to financial modelling (Q3339284) (← links)
- Solving Free-boundary Problems with Applications in Finance (Q3530805) (← links)
- CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY (Q4698397) (← links)
- A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
- Analysis of an <i>ϵ</i>-arbitrage model for incomplete markets (Q5431452) (← links)
- (Q5439463) (← links)