Pages that link to "Item:Q2450494"
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The following pages link to Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494):
Displayed 12 items.
- Method of lines for parabolic functional differential equations on cylindrical domains (Q260139) (← links)
- Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- A constructive method for convex solutions of a class of nonlinear Black-Scholes equations (Q2323118) (← links)
- A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280) (← links)
- Numerical Solution of a Nonlinear Evolution Equation for the Risk Preference (Q3075296) (← links)
- Rothe’s method for physiologically structured models with diffusion (Q4605358) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
- Robust portfolio optimization via solution to the Hamilton–Jacobi–Bellman equation (Q5739574) (← links)
- On splitting-based numerical methods for nonlinear models of European options (Q5739578) (← links)
- (Q6124665) (← links)