Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503): Difference between revisions

@@ Property / author @@
-Choi-Hong Lai
@@ Property / author: Choi-Hong Lai / rank @@
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@@ Property / author @@
+Choi-Hong Lai
@@ Property / author: Choi-Hong Lai / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/978-3-319-61282-9_12
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+W2753944877
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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
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+A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets
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+Inexact Newton Methods
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+Numerical Methods for Non-Linear Black–Scholes Equations
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+Publication:4626503