The following pages link to (Q2910782):
Displayed 3 items.
- A nonlinear option pricing model through the Adomian decomposition method (Q2323885) (← links)
- On a strongly continuous semigroup for a Black-Scholes integro-differential operator: European options under jump-diffusion dynamics (Q6042678) (← links)
- A study on the impact of nonlinear source term in Black-Scholes option pricing model (Q6073742) (← links)