scientific article
From MaRDI portal
Publication:3655790
zbMath1182.91002MaRDI QIDQ3655790
No author found.
Publication date: 12 January 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)
Related Items (14)
The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A second-order positivity preserving numerical method for gamma equation ⋮ A Fréchet derivative‐based novel approach to option pricing models in illiquid markets ⋮ A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance ⋮ Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives ⋮ Symmetries and exact solutions of a nonlinear pricing options equation ⋮ Newton-Based Solvers for Nonlinear PDEs in Finance ⋮ A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models ⋮ Numerical analysis and simulation of option pricing problems modeling illiquid markets ⋮ Robust numerical algorithm to the European option with illiquid markets ⋮ Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation ⋮ A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem
This page was built for publication: