Pages that link to "Item:Q2874174"
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The following pages link to Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (Q2874174):
Displayed 4 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- Nonstandard finite difference methods: recent trends and further developments (Q2816621) (← links)