The following pages link to (Q3456173):
Displaying 8 items.
- 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)
- Far field boundary conditions for Black-Scholes equations (Q2706366) (← links)
- An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812) (← links)
- Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
- Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663) (← links)
- A second-order nonstandard finite difference method for a general Rosenzweig-MacArthur predator-prey model (Q6556712) (← links)