Pages that link to "Item:Q1004743"

The following pages link to On the numerical solution of nonlinear Black-Scholes equations (Q1004743):

Displaying 44 items.

• Alternating segment explicit-implicit and implicit-explicit parallel difference method for the nonlinear Leland equation (Q307436) (← links)
• Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753) (← links)
• Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
• Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
• Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
• Computing option pricing models under transaction costs (Q980254) (← links)
• Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
• On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• Construction of interval Shannon wavelet and its application in solving nonlinear Black-Scholes equation (Q1718635) (← links)
• Faber-Schauder wavelet sparse grid approach for option pricing with transactions cost (Q1722240) (← 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)
• Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
• Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
• Symmetry reduction and exact solutions of the non-linear Black-Scholes equation (Q2207892) (← links)
• Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
• A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
• An efficient alternating direction explicit method for solving a nonlinear partial differential equation (Q2217068) (← links)
• Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
• Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
• The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
• A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
• A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
• Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
• An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
• Group formalism of Lie transformations, conservation laws, exact and numerical solutions of non-linear time-fractional Black-Scholes equation (Q2667135) (← links)
• On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)
• COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• Fractional Black-Scholes model with regularized Prabhakar derivative (Q4985615) (← links)
• (Q4999718) (← links)
• (Q5153837) (← links)
• Analytical solutions of a time-fractional nonlinear transaction-cost model for stock option valuation in an illiquid market setting driven by a relaxed Black–Scholes assumption (Q5193440) (← links)
• Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
• Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)