Pages that link to "Item:Q4917760"
From MaRDI portal
The following pages link to ANALYTIC SOLUTION OF A NONLINEAR BLACK-SCHOLES EQUATION (Q4917760):
Displaying 11 items.
- Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations (Q901413) (← links)
- Solutions to a stationary nonlinear Black-Scholes type equation (Q1856977) (← links)
- A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
- On analytical solution of the Black-Scholes equation by the first integral method (Q2806727) (← links)
- On approximate-analytical solution of generalized Black-Scholes equation (Q2822979) (← links)
- Chaotic solution for the Black-Scholes equation (Q2884425) (← links)
- (Q3162369) (← links)
- (Q4997791) (← links)
- Exact solutions and numerical simulation for Bakstein-Howison model (Q5076660) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- On splitting-based numerical methods for nonlinear models of European options (Q5739578) (← links)