Pages that link to "Item:Q5452392"
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The following pages link to An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation (Q5452392):
Displayed 12 items.
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- Arbitrage-free option prices on global markets (Q1037009) (← links)
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)