Pages that link to "Item:Q2315945"
From MaRDI portal
The following pages link to A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945):
Displayed 12 items.
- Numerical investigation of double-diffusive convection in rectangular cavities with different aspect ratio. I: High-accuracy numerical method (Q2027609) (← links)
- High order approximation of derivatives with applications to pricing of financial derivatives (Q2043182) (← links)
- Sixth-order compact finite difference scheme with discrete sine transform for solving Poisson equations with Dirichlet boundary conditions (Q2043836) (← links)
- Optimal algebra and power series solution of fractional Black-Scholes pricing model (Q2099967) (← links)
- Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
- An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
- PDTM Approach to Solve Black Scholes Equation for Powered ML-Payoff Function (Q5076649) (← links)
- (Q5095419) (← links)
- (Q6119093) (← links)
- Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes (Q6157966) (← links)