Pages that link to "Item:Q969982"
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The following pages link to A numerical method for European option pricing with transaction costs nonlinear equation (Q969982):
Displayed 13 items.
- Alternating segment explicit-implicit and implicit-explicit parallel difference method for the nonlinear Leland equation (Q307436) (← links)
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← 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)
- High-order exponential spline method for pricing European options (Q4646565) (← links)
- Spline approximation method to solve an option pricing problem (Q4899077) (← links)