Pages that link to "Item:Q2494976"

The following pages link to On the risk-adjusted pricing-methodology-based valuation of vanilla options and explanation of the volatility smile (Q2494976):

Displaying 38 items.

• Alternating segment explicit-implicit and implicit-explicit parallel difference method for the nonlinear Leland equation (Q307436) (← links)
• A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
• A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
• Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
• Computing option pricing models under transaction costs (Q980254) (← links)
• On the numerical solution of nonlinear Black-Scholes equations (Q1004743) (← links)
• Analysis of the nonlinear option pricing model under variable transaction costs (Q1627683) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Fast computational approach to the delta Greek of non-linear Black-Scholes equations (Q1636795) (← links)
• A space-time fractional derivative model for European option pricing with transaction costs in fractal market (Q1681657) (← links)
• A high-order finite difference method for option valuation (Q1705003) (← links)
• A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
• Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs (Q1959135) (← links)
• Qualitatively stable nonstandard finite difference scheme for numerical solution of the nonlinear Black-Scholes equation (Q2036089) (← links)
• Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839) (← links)
• Group classification for a class of non-linear models of the RAPM type (Q2211989) (← links)
• A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
• The optimal rehedging interval for the options portfolio within the RAPM, taking into account transaction costs and liquidity costs (Q2307920) (← links)
• High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892) (← links)
• Consistent two-sided estimates for the solutions of quasilinear parabolic equations and their approximations (Q2411847) (← links)
• Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
• An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
• A TRANSFORMATION METHOD FOR SOLVING THE HAMILTON–JACOBI–BELLMAN EQUATION FOR A CONSTRAINED DYNAMIC STOCHASTIC OPTIMAL ALLOCATION PROBLEM (Q2874280) (← links)
• On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
• Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
• Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
• Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
• The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
• (Q4999718) (← links)
• Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme (Q5049834) (← links)
• Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)
• (Q5153837) (← links)
• (Q5454998) (← links)
• Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
• Option Pricing in Illiquid Markets with Jumps (Q5742994) (← links)