Pages that link to "Item:Q3075290"
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The following pages link to Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290):
Displaying 4 items.
- A Lie algebraic and numerical investigation of the Black-Scholes equation with Heston volatility model (Q501780) (← links)
- A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
- Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
- Positive numerical splitting method for the <scp>H</scp>ull and <scp>W</scp>hite 2D <scp>B</scp>lack–<scp>S</scp>choles equation (Q5252274) (← links)