The following pages link to Rafael Company (Q273383):
Displaying 50 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- Closed form numerical solutions of variable coefficient linear second-order elliptic problems (Q275182) (← links)
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- Positive finite difference schemes for a partial integro-differential option pricing model (Q298605) (← links)
- (Q313653) (redirect page) (← links)
- A front-fixing numerical method for a free boundary nonlinear diffusion logistic population model (Q313654) (← links)
- Numerical solution of random differential models (Q409810) (← links)
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- Solving Riccati time-dependent models with random quadratic coefficients (Q654278) (← links)
- The complementary error matrix function and its role solving coupled diffusion mathematical models (Q815445) (← links)
- Solving partial integro-differential option pricing problems for a wide class of infinite activity Lévy processes (Q898993) (← links)
- A second order numerical method for solving advection-diffusion models (Q969960) (← links)
- A numerical method for European option pricing with transaction costs nonlinear equation (Q969982) (← links)
- Computing option pricing models under transaction costs (Q980254) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744) (← links)
- An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
- Solving higher order Fuchs type differential systems avoiding the increase of the problem dimension (Q1321854) (← links)
- Laguerre matrix polynomials and systems of second-order differential equations (Q1334840) (← links)
- Orthogonal matrix polynomials and systems of second order differential equations (Q1355826) (← links)
- Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation (Q1431851) (← links)
- Exact and analytic numerical solution of coupled parabolic mixed problems in a semi-infinite medium (Q1433117) (← links)
- A quantitative measure of well-conditioning for linear two-point boundary value problems (Q1600495) (← links)
- Solving the random diffusion model in an infinite medium: a mean square approach (Q1634560) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- Computing positive stable numerical solutions of moving boundary problems for concrete carbonation (Q1676011) (← links)
- Numerical valuation of two-asset options under jump diffusion models using Gauss-Hermite quadrature (Q1676013) (← links)
- Numerical analysis and computing of free boundary problems for concrete carbonation chemical corrosion (Q1696448) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- Unconditional positive stable numerical solution of partial integrodifferential option pricing problems (Q1756203) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- Analytic solution of mixed problems for the generalized diffusion equation with delay (Q1764985) (← links)
- A collocation method to compute one-dimensional flow models in intake and exhaust systems of internal combustion engines (Q1776459) (← links)
- Double discretization difference schemes for partial integrodifferential option pricing jump diffusion models (Q1938114) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- Removing the correlation term in option pricing Heston model: numerical analysis and computing (Q2015262) (← links)
- Positive solutions of European option pricing with CGMY process models using double discretization difference schemes (Q2015694) (← links)
- Numerical difference solution of moving boundary random Stefan problems (Q2104389) (← links)
- Conditional full stability of positivity-preserving finite difference scheme for diffusion-advection-reaction models (Q2279852) (← links)
- Stable numerical solutions preserving qualitative properties of nonlocal biological dynamic problems (Q2319376) (← links)
- Explicit solution of Black-Scholes option pricing mathematical models with an impulsive payoff function (Q2471607) (← links)
- A front-fixing ETD numerical method for solving jump-diffusion American option pricing problems (Q2666189) (← links)
- (Q2811831) (← links)
- (Q3534745) (← links)
- A Stable CE—SE Numerical Method for Time-Dependent Advection—Diffusion Equation (Q3618242) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)
- Bessel matrix differential equations: explicit solutions of initial and two-point boundary value problems (Q4283015) (← links)
