Pages that link to "Item:Q901423"
From MaRDI portal
The following pages link to Predictor-corrector balance method for the worst-case 1D option pricing (Q901423):
Displaying 4 items.
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)