Pages that link to "Item:Q1407246"
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The following pages link to Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method (Q1407246):
Displaying 3 items.
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems (Q2440707) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
