Pages that link to "Item:Q5213111"
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The following pages link to FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111):
Displaying 6 items.
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812) (← links)
- (Q3654066) (← links)
- A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315) (← links)
