The following pages link to (Q5002991):
Displaying 7 items.
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- Multigrid method for pricing European options under the CGMY process (Q2126958) (← links)
- Bilinear collocation method for fuzzy Black-Scholes equation (Q2960616) (← links)
- Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
- (Q4955537) (← links)
- Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
- (Q5294285) (← links)