Pages that link to "Item:Q2202986"
From MaRDI portal
The following pages link to Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986):
Displaying 6 items.
- Pricing European call options under a hard-to-borrow stock model (Q2009590) (← links)
- Second-order convergent IMEX scheme for integro-differential equations with delays arising in option pricing under hard-to-borrow jump-diffusion models (Q2115062) (← links)
- On a hypercycle equation with infinitely many members (Q2684753) (← links)
- Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (Q5031165) (← links)
- VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979) (← links)
- Convergence analysis of an IMEX scheme for an integro-differential equation with inexact boundary arising in option pricing with stochastic intensity jumps (Q6494191) (← links)
