Pages that link to "Item:Q3565099"
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The following pages link to Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099):
Displayed 3 items.
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- Nonlinearities in Financial Engineering (Q3654706) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)