Pages that link to "Item:Q3647543"
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The following pages link to Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543):
Displayed 4 items.
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)