Pages that link to "Item:Q2145459"
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The following pages link to Robust and accurate construction of the local volatility surface using the Black-Scholes equation (Q2145459):
Displaying 4 items.
- Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
- About the valuation of American option under Black-Scholes model: a numerical study (Q6553747) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
