Pages that link to "Item:Q2872194"

The following pages link to Comparison of numerical schemes on multi-dimensional Black-Scholes equations (Q2872194):

Displaying 9 items.

• A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
• A comparison study of ADI and operator splitting methods on option pricing models (Q1946200) (← links)
• On the multidimensional Black-Scholes partial differential equation (Q2288905) (← links)
• Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
• A comparison study of explicit and implicit numerical methods for the equity-linked securities (Q2788838) (← links)
• Comparison of numerical methods (Bi-CGSTAB, OS, MG) for the 2D Black-Scholes equation (Q2878115) (← links)
• An operator splitting method for pricing the ELS option (Q2884851) (← links)
• (Q3119570) (← links)
• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)