Pages that link to "Item:Q2256464"
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The following pages link to A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (Q2256464):
Displaying 11 items.
- Construction of nonstandard finite difference schemes for the SI and SIR epidemic models of fractional order (Q2228755) (← links)
- Universal approaches to approximate biological systems with nonstandard finite difference methods (Q2229018) (← links)
- The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
- Numerical solving of partial differential equations with heredity and nonlinearity in the differential operator (Q2334791) (← links)
- Nonstandard finite difference methods: recent trends and further developments (Q2816621) (← links)
- (Q3120476) (← links)
- (Q4647038) (← links)
- A robust nonstandard finite difference scheme for pricing real estate index options (Q4963880) (← links)
- (Q4999718) (← links)
- Higher-order modified nonstandard finite difference methods for autonomous dynamical systems (Q6494716) (← links)