Pages that link to "Item:Q2132964"
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The following pages link to An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964):
Displaying 6 items.
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Numerical method for pricing discretely monitored double barrier option by orthogonal projection method (Q2133307) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- On approximate-analytical solution of generalized Black-Scholes equation (Q2822979) (← links)
- Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (Q5044970) (← links)
- The Black-Scholes equation in finance: quantum mechanical approaches (Q6099026) (← links)
