Pages that link to "Item:Q1765852"
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The following pages link to Estimation of local volatilities in a generalized Black-Scholes model (Q1765852):
Displaying 7 items.
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- Reconstructing local volatility using total variation (Q523719) (← links)
- A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200) (← links)
- A Laplace transform finite difference method for the Black-Scholes equation (Q984157) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
