Pages that link to "Item:Q524693"
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The following pages link to On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693):
Displayed 7 items.
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- High order method for Black-Scholes PDE (Q1732487) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- (Q4999718) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)