The following pages link to (Q4955537):
Displaying 17 items.
- Option pricing with a direct adaptive sparse grid approach (Q432809) (← links)
- A direct algorithm in some free boundary problems (Q729702) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation (Q2389843) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
- Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
- Unstructured meshing for two asset barrier options (Q4541586) (← links)
- Moving mesh methods in multiple dimensions based on harmonic maps (Q5943852) (← links)
