Pages that link to "Item:Q984157"

The following pages link to A Laplace transform finite difference method for the Black-Scholes equation (Q984157):

Displaying 16 items.

• A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
• Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
• Laplace transform and finite difference methods for the Black-Scholes equation (Q902554) (← links)
• Lie symmetry analysis for a parabolic Monge-Ampère equation in the optimal investment theory (Q1624669) (← links)
• Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
• A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
• Adomian series solution of a generalized Black-Scholes equation and its numerical computation (Q2825027) (← links)
• An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812) (← links)
• Comparison of numerical methods (Bi-CGSTAB, OS, MG) for the 2D Black-Scholes equation (Q2878115) (← links)
• A Contour Integral Method for the Black–Scholes and Heston Equations (Q3095083) (← links)
• An Eulerian-Lagrangian method for option pricing in finance (Q3428897) (← links)
• Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions (Q6067798) (← links)
• Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)