The following pages link to (Q3630867):
Displaying 10 items.
- Alternating segment explicit-implicit and implicit-explicit parallel difference method for the nonlinear Leland equation (Q307436) (← links)
- Identifying the implied volatility using the total variation regularization (Q1633709) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- A class of intrinsic parallel difference methods for time-space fractional Black-Scholes equation (Q1710274) (← links)
- A universal difference method for time-space fractional Black-Scholes equation (Q1796725) (← links)
- Drift coefficient inversion problem of Kolmogorov-type equation (Q2144833) (← links)
- Design of green bonds by double-barrier options (Q2182829) (← links)
- An inverse volatility problem of financial products linked with gold price (Q2321603) (← links)
- A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315) (← links)
- Solution of time-space fractional Black-Scholes European option pricing problem through fractional reduced differential transform method (Q5078137) (← links)