Pages that link to "Item:Q533028"
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The following pages link to Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028):
Displaying 3 items.
- A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
- A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)