Pages that link to "Item:Q747194"

The following pages link to A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194):

Displaying 7 items.

• Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
• Construction of positivity preserving numerical method for jump-diffusion option pricing models (Q2400313) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)