Pages that link to "Item:Q2256464"

The following pages link to A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (Q2256464):

Displaying 18 items.

• Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations (Q901413) (← links)
• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
• Comment on: ``Removing non-smoothness in solving Black-Scholes equation using a perturbation method'' (Q2093727) (← links)
• A weighted finite difference method for subdiffusive Black-Scholes model (Q2194785) (← links)
• Construction of nonstandard finite difference schemes for the SI and SIR epidemic models of fractional order (Q2228755) (← links)
• Universal approaches to approximate biological systems with nonstandard finite difference methods (Q2229018) (← links)
• The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
• A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
• Numerical solving of partial differential equations with heredity and nonlinearity in the differential operator (Q2334791) (← links)
• Nonstandard finite difference methods: recent trends and further developments (Q2816621) (← links)
• An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812) (← links)
• (Q3120476) (← links)
• Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
• (Q4647038) (← links)
• A robust nonstandard finite difference scheme for pricing real estate index options (Q4963880) (← links)
• (Q4999718) (← links)
• A robust nonuniform B-spline collocation method for solving the generalized Black-Scholes equation (Q5398455) (← links)
• Higher-order modified nonstandard finite difference methods for autonomous dynamical systems (Q6494716) (← links)