Pages that link to "Item:Q901413"
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The following pages link to Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations (Q901413):
Displaying 4 items.
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)