Pages that link to "Item:Q1761652"

The following pages link to A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652):

Displaying 4 items.

• A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model (Q313654) (← links)
• Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
• On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693) (← links)
• Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)