Pages that link to "Item:Q3565099"
From MaRDI portal
The following pages link to Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099):
Displayed 11 items.
- On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693) (← links)
- A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
- Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
- A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- Nonlinearities in Financial Engineering (Q3654706) (← links)
- Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
- Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)