Pages that link to "Item:Q1636795"
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The following pages link to Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795):
Displaying 8 items.
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
- Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
- Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)
- An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
