A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511): Difference between revisions

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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+The Pricing of Options and Corporate Liabilities
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+EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
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+Numerical solution of linear and nonlinear Black-Scholes option pricing equations
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+A high-order compact method for nonlinear Black–Scholes option pricing equations of American options
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+High Order Compact Finite Difference Schemes for a Nonlinear  Black-Scholes Equation
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+A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS
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+Quadratic Convergence for Valuing American Options Using a Penalty Method
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+A Fast Numerical Method for the Black--Scholes Equation of American Options
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+Q4349551
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+High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost
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+High order difference schemes for unsteady one-dimensional diffusion- convection problems
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+Extension of high-order compact schemes to time-dependent problems
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