Pages that link to "Item:Q411468"
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The following pages link to Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468):
Displaying 17 items.
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- Numerical solution of a nonlinear PDE model for pricing renewable energy certificates (RECs) (Q2243196) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- Nonlinear problems modeling stochastic volatility and transaction costs (Q2873038) (← links)
- Option pricing with transaction costs and stochastic volatility (Q2877652) (← links)
- NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
- Option Pricing with Transaction Costs and Stochastic Interest Rate (Q4586314) (← links)
- Numerical methods applied to option pricing models with transaction costs and stochastic volatility (Q4619506) (← links)
- SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA) (Q5076297) (← links)
- American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)
