Pages that link to "Item:Q3636736"
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The following pages link to High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736):
Displayed 3 items.
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
- A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
- On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430) (← links)
