Pages that link to "Item:Q2885511"
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The following pages link to A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511):
Displayed 3 items.
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)