Pages that link to "Item:Q2098668"
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The following pages link to Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668):
Displaying 6 items.
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs (Q6104881) (← links)
- An alternative method for analytical solutions of two-dimensional Black-Scholes-Merton equation (Q6168391) (← links)
- Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)
- Numerical analysis of fractional order Black-Scholes option pricing model with band equation method (Q6581976) (← links)
- An efficient and accurate adaptive time-stepping method for the Black-Scholes equations (Q6647983) (← links)