Pages that link to "Item:Q4903545"

The following pages link to The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545):

Displaying 26 items.

• Exponential time differencing Crank-Nicolson method with a quartic spline approximation for nonlinear Schrödinger equations (Q272416) (← links)
• A fourth-order implicit-explicit scheme for the space fractional nonlinear Schrödinger equations (Q526716) (← links)
• Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
• Pricing European and American options by radial basis point interpolation (Q903013) (← links)
• Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
• Exponential time differencing schemes for the 3-coupled nonlinear fractional Schrödinger equation (Q1716376) (← links)
• A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
• Exponential integrator methods for systems of non-linear space-fractional models with super-diffusion processes in pattern formation (Q2001321) (← links)
• Penalty and penalty-like methods for nonlinear HJB PDEs (Q2139765) (← links)
• High-order time-stepping methods for two-dimensional Riesz fractional nonlinear reaction-diffusion equations (Q2192548) (← links)
• A second-order exponential time differencing scheme for non-linear reaction-diffusion systems with dimensional splitting (Q2194330) (← links)
• An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
• Numerical simulations of multilingual competition dynamics with nonlocal derivative (Q2201406) (← links)
• High-order time stepping Fourier spectral method for multi-dimensional space-fractional reaction-diffusion equations (Q2203759) (← links)
• Fourier spectral exponential time differencing methods for multi-dimensional space-fractional reaction-diffusion equations (Q2315837) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• Decentralized Time-Constrained Scheduling for Sensor Network in Identification of Distributed Parameter Systems (Q2833395) (← links)
• Fourth-order methods for space fractional reaction–diffusion equations with non-smooth data (Q5026507) (← links)
• Efficient time discretization scheme for nonlinear space fractional reaction–diffusion equations (Q5026511) (← links)
• A second-order efficient<i>L</i>-stable numerical method for space fractional reaction–diffusion equations (Q5026520) (← links)
• High-order time stepping scheme for pricing American option under Bates model (Q5031791) (← links)
• A real distinct poles exponential time differencing scheme for reaction-diffusion systems (Q5962588) (← links)
• A hybrid fourth order time stepping method for space distributed order nonlinear reaction-diffusion equations (Q6143635) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)