Pages that link to "Item:Q322864"

The following pages link to A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864):

Displaying 8 items.

• The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
• Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
• CDS pricing with fractional Hawkes processes (Q2060433) (← links)
• Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
• An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
• Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
• An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
• (Q5039647) (← links)