The following pages link to (Q4647038):
Displaying 3 items.
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
- Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (Q2859171) (← links)