Pages that link to "Item:Q1373472"
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The following pages link to A finite difference method for a boundary value problem related to the Kolmogorov equation (Q1373472):
Displaying 5 items.
- A characteristics-finite differences method for the Hobson-Rogers uncertain volatility model (Q611761) (← links)
- Analysis of an uncertain volatility model (Q955456) (← links)
- Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type (Q964936) (← links)
- A finite element approximation for a class of degenerate elliptic equations (Q4700187) (← links)
- SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS (Q4798871) (← links)
