Pages that link to "Item:Q1619629"

The following pages link to Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629):

Displayed 5 items.

• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) ‎ (← links)
• Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459) ‎ (← links)
• Dynamic optimization and its relation to classical and quantum constrained systems (Q2145555) ‎ (← links)
• The quantum dark side of the optimal control theory (Q2155431) ‎ (← links)
• Endogenous stochastic arbitrage bubbles and the Black-Scholes model (Q2667651) ‎ (← links)