Pages that link to "Item:Q1723695"
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The following pages link to Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695):
Displaying 4 items.
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- Robust and accurate reconstruction of the time-dependent continuous volatility from option prices (Q6576417) (← links)
- An efficient and accurate adaptive time-stepping method for the Black-Scholes equations (Q6647983) (← links)
