Pages that link to "Item:Q1399766"
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The following pages link to Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme. (Q1399766):
Displaying 7 items.
- Numerical pricing of options using high-order compact finite difference schemes (Q932713) (← links)
- On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
- High order method for Black-Scholes PDE (Q1732487) (← links)
- Stability analysis of Crank-Nicolson and Euler schemes for time-dependent diffusion equations (Q2350724) (← links)
- Space-time adaptive finite difference method for European multi-asset options (Q2468901) (← links)
- A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432) (← links)
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
