Pages that link to "Item:Q3200802"
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The following pages link to Numerical analysis of three-time-level finite difference schemes for unsteady diffusion-convection problems (Q3200802):
Displayed 7 items.
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- Numerical methods for the solution of the third- and fifth-order dispersive Korteweg-de Vries equations (Q1899960) (← links)
- Fourier analysis of several finite difference schemes for the one-dimensional unsteady convection-diffusion equation (Q2747789) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
- High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)