Pages that link to "Item:Q2999826"
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The following pages link to Nonlinear Black–Scholes Equations in Finance: Associated Control Problems and Properties of Solutions (Q2999826):
Displayed 7 items.
- Lie symmetry analysis of a first-order feedback model of option pricing (Q277917) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- Symmetry reduction and exact solutions of the non-linear Black-Scholes equation (Q2207892) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- Control of the Black-Scholes equation (Q2402001) (← links)
- Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
- Hedging with physical or cash settlement under transient multiplicative price impact (Q6130331) (← links)