Pages that link to "Item:Q2484571"
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The following pages link to A new direct method for solving the Black-Scholes equation (Q2484571):
Displayed 15 items.
- A Laplace transform finite difference method for the Black-Scholes equation (Q984157) (← links)
- On analytical solutions of the Black-Scholes equation (Q1003861) (← links)
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- Jumping hedges on the strength of the Mellin transform (Q2143532) (← links)
- Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096) (← links)
- Numerical solution of modified Black-Scholes equation pricing stock options with discrete dividend (Q2426081) (← links)
- Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function (Q2471607) (← links)
- Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
- AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM (Q3421544) (← links)
- A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432) (← links)
- Determination of a source term in a partial differential equation arising in finance (Q3634317) (← links)
- (Q3639850) (← links)
- (Q5080630) (← links)
- (Q5119608) (← links)
- Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)