Pages that link to "Item:Q322864"
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The following pages link to A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864):
Displaying 13 items.
- Solving finite difference schemes arising in trivariate option pricing. (Q1605207) (← links)
- The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- CDS pricing with fractional Hawkes processes (Q2060433) (← links)
- Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
- An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- Comparison of numerical schemes on multi-dimensional Black-Scholes equations (Q2872194) (← links)
- An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812) (← links)
- Efficient and accurate finite difference method for the four underlying asset ELS (Q5039647) (← links)
- Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
- An alternative method for analytical solutions of two-dimensional Black-Scholes-Merton equation (Q6168391) (← links)
