Pages that link to "Item:Q1723304"
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The following pages link to Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304):
Displaying 4 items.
- Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations (Q1723695) (← links)
- Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418) (← links)
- An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations (Q2004501) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
