Q4647038 (Q4647038): Difference between revisions

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-.22130/scma.2017.19335
@@ Property / DOI: 10.22130/scma.2017.19335 / rank @@
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+Publication
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+A nonstandard finite difference scheme for a nonlinear Black-Scholes equation
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q3433874
@@ Property / cites work: Q3433874 / rank @@
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+An improvement on the positivity results for 2-stage explicit Runge-Kutta methods
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+Q4983374
@@ Property / cites work: Q4983374 / rank @@
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+Q4585169
@@ Property / cites work: Q4585169 / rank @@
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+Q2951725
@@ Property / cites work: Q2951725 / rank @@
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+Q3000773
@@ Property / cites work: Q3000773 / rank @@
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+Q3000764
@@ Property / cites work: Q3000764 / rank @@
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+Numerical valuation of discrete double barrier options
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+Efficient implicit scheme with positivity preserving and smoothing properties
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@@ Property / cites work @@
+Q3996567
@@ Property / cites work: Q3996567 / rank @@
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+Finite element solution of diffusion problems with irregular data
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@@ Property / cites work @@
+Q3696432
@@ Property / cites work: Q3696432 / rank @@
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@@ Property / cites work @@
+On smoothing of the Crank-Nicolson scheme and higher order schemes for pricing barrier options
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@@ Property / cites work @@
+Q4040987
@@ Property / cites work: Q4040987 / rank @@
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@@ Property / DOI @@
+.22130/SCMA.2017.19335
@@ Property / DOI: 10.22130/SCMA.2017.19335 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:4647038