Pages that link to "Item:Q5031315"

The following pages link to A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315):

Displaying 7 items.

• A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
• A new kind of parallel finite difference method for the quanto option pricing model (Q1622737) (← links)
• A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (Q1710274) (← links)
• A kind of difference method with intrinsic parallelism for nonlinear Leland equation (Q2926792) (← links)
• Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
• (Q5294285) (← links)