Pages that link to "Item:Q1636795"
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The following pages link to Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795):
Displayed 4 items.
- Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
- Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations (Q6055837) (← links)