Pages that link to "Item:Q2514271"

The following pages link to Convergence of a finite volume element method for a generalized Black-Scholes equation transformed on finite interval (Q2514271):

Displaying 8 items.

• Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
• Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
• A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
• A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options (Q2291997) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
• Valuation of European Options with Liquidity Shocks Switching by Fitted Finite Volume Method (Q3297745) (← links)
• (Q6119093) (← links)