Pages that link to "Item:Q2877812"
From MaRDI portal
The following pages link to AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION (Q2877812):
Displaying 3 items.
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Second order accuracy finite difference methods for space-fractional partial differential equations (Q2400315) (← links)
