Pages that link to "Item:Q5229826"
From MaRDI portal
The following pages link to Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826):
Displaying 7 items.
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models (Q2204418) (← links)
- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method (Q2245061) (← links)
- On analytical solution of the Black-Scholes equation by the first integral method (Q2806727) (← links)
- A Contour Integral Method for the Black–Scholes and Heston Equations (Q3095083) (← links)
- (Q3654066) (← links)
