Pages that link to "Item:Q2471607"
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The following pages link to Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function (Q2471607):
Displaying 10 items.
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- On impulsive hyperbolic differential inclusions with nonlocal initial conditions (Q1016422) (← links)
- Exact and numerical solution of Black--Scholes matrix equation (Q1764689) (← links)
- Numerical treatment of stochastic models used in statistical systems and financial markets (Q2389518) (← links)
- Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
- Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (Q5044970) (← links)
- PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← links)
- (Q5080630) (← links)
- BSM model for ML-payoff function through PDTM (Q5213031) (← links)
