Pages that link to "Item:Q2450494"

The following pages link to Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494):

Displaying 7 items.

• Method of lines for parabolic functional differential equations on cylindrical domains (Q260139) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
• A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
• A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280) (← links)
• Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference (Q3075296) (← links)
• Rothe’s method for physiologically structured models with diffusion (Q4605358) (← links)