Pages that link to "Item:Q902554"

The following pages link to Laplace transform and finite difference methods for the Black-Scholes equation (Q902554):

Displaying 11 items.

• Numerical method of pricing discretely monitored barrier option (Q475657) (← links)
• Evolving generation and fast algorithms of slantlet transform and slantlet-Walsh transform (Q668725) (← links)
• A new finite difference method for pricing and hedging fixed income derivatives: comparative analysis and the case of an Asian option (Q896802) (← links)
• Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
• Semi-numerical solution to a fractal telegraphic dual-porosity fluid flow model (Q1993424) (← links)
• An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
• Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
• A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
• A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
• Integral transform approach to mimetic discrete calculus (Q5048549) (← links)
• A numerical method for pricing discrete double barrier option by Lagrange interpolation on Jacobi nodes (Q6140451) (← links)