Pages that link to "Item:Q2485516"
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The following pages link to A distributed algorithm for European options with nonlinear volatility (Q2485516):
Displaying 4 items.
- Laplace transform and finite difference methods for the Black-Scholes equation (Q902554) (← links)
- Asynchronous time-parallel method based on Laplace transform (Q5031239) (← links)
- Modification terms to the Black–Scholes model in a realistic hedging strategy with discrete temporal steps (Q5031707) (← links)
- A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
