Pages that link to "Item:Q5739578"
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The following pages link to On splitting-based numerical methods for nonlinear models of European options (Q5739578):
Displaying 5 items.
- Operator splitting kernel based numerical method for a generalized Leland's model (Q457738) (← links)
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
- A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models (Q3297465) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
- A Fréchet derivative‐based novel approach to option pricing models in illiquid markets (Q6188915) (← links)
