Pages that link to "Item:Q2800055"
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The following pages link to On robustness of the Black-Scholes partial differential equation model (Q2800055):
Displaying 5 items.
- Discrete-time delta hedging and the Black-Scholes model with transaction costs (Q857949) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Asymptotic Behavior of Solutions of Some Difference Equations Defined by Weakly Dependent Random Vectors (Q3448338) (← links)
- (Q4605029) (← links)
- Robustness of the Black-Scholes approach in the case of options on several assets (Q5926470) (← links)
