Pages that link to "Item:Q2885511"

The following pages link to A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511):

Displaying 17 items.

• Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351) (← links)
• A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
• Numerical pricing of options using high-order compact finite difference schemes (Q932713) (← links)
• On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
• Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks (Q3304790) (← links)
• High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736) (← links)
• High Order Compact Schemes for Option Pricing with Liquidity Shocks (Q4626511) (← links)
• The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
• (Q5260516) (← links)
• Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
• Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)