Pages that link to "Item:Q848791"

The following pages link to On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids (Q848791):

Displaying 3 items.

• Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← 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)