Pages that link to "Item:Q524693"
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The following pages link to On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693):
Displaying 15 items.
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- High order method for Black-Scholes PDE (Q1732487) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (Q2256464) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- NUMERICAL SOLUTIONS OF OPTION PRICING MODEL WITH LIQUIDITY RISK (Q3394317) (← links)
- (Q4999718) (← links)
- Forecasting stock options prices via the solution of an ill-posed problem for the Black–Scholes equation (Q5044970) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
