Pages that link to "Item:Q4828670"
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The following pages link to Numerical volatility in option valuation from Black–Scholes equation by finite differences (Q4828670):
Displaying 6 items.
- A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780) (← links)
- Real options pricing by the finite element method (Q639116) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- (Q2984384) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- A partition of unity finite element method for valuation American option under Black-Scholes model (Q6491251) (← links)