Pages that link to "Item:Q2213466"

The following pages link to A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466):

Displayed 7 items.

• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) ‎ (← links)
• On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) ‎ (← links)
• Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) ‎ (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) ‎ (← links)
• Perona-Malik model with diffusion coefficient depending on fractional gradient via Caputo-Fabrizio derivative (Q2198058) ‎ (← links)
• Multiscale modeling and analysis for some special additive noises driven stochastic partial differential equations (Q6086322) ‎ (← links)
• A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) ‎ (← links)