The following pages link to (Q4550916):
Displayed 6 items.
- Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028) (← links)
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- Nonlinearities in Financial Engineering (Q3654706) (← links)