Pages that link to "Item:Q2877812"

The following pages link to An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812):

Displaying 10 items.

• An accurate and efficient numerical method for solving Black-Scholes equation in option pricing (Q843396) (← links)
• Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
• Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• Second order accuracy finite difference methods for space-fractional partial differential equations (Q2400315) (← links)
• Analysis of the truncated error in solving the Black-Scholes equation (Q2704956) (← links)
• Far field boundary conditions for Black-Scholes equations (Q2706366) (← links)
• Comparison of numerical methods (Bi-CGSTAB, OS, MG) for the 2D Black-Scholes equation (Q2878115) (← links)
• (Q4955537) (← links)
• Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)