Pages that link to "Item:Q2271410"
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The following pages link to Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation (Q2271410):
Displaying 8 items.
- Stability of central finite difference schemes for the Heston PDE (Q415346) (← links)
- On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids (Q848791) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- Fast reconstruction of time-dependent market volatility for European options (Q2027727) (← links)
- AN IMPROVED MARKOV CHAIN APPROXIMATION METHODOLOGY: DERIVATIVES PRICING AND MODEL CALIBRATION (Q2941065) (← links)
- Numerical valuation of Bermudan basket options via partial differential equations (Q5031294) (← links)
