Pages that link to "Item:Q1761652"
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The following pages link to A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652):
Displaying 13 items.
- A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model (Q313654) (← links)
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
- Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (Q2874174) (← links)
- Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
- (Q4994283) (← links)
- On splitting-based numerical methods for nonlinear models of European options (Q5739578) (← links)
- (Q6119093) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
