Pages that link to "Item:Q1936182"

The following pages link to Efficient implicit scheme with positivity preserving and smoothing properties (Q1936182):

Displaying 7 items.

• A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
• Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
• Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation (Q2051161) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• (Q4647038) (← links)
• Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme (Q5049834) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)