Pages that link to "Item:Q969982"

The following pages link to A numerical method for European option pricing with transaction costs nonlinear equation (Q969982):

Displaying 18 items.

• Alternating segment explicit-implicit and implicit-explicit parallel difference method for the nonlinear Leland equation (Q307436) (← links)
• Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
• Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling (Q1711138) (← links)
• A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
• Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
• An efficient alternating direction explicit method for solving a nonlinear partial differential equation (Q2217068) (← links)
• Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
• Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
• A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)