The following pages link to (Q3655790):
Displayed 11 items.
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives (Q636593) (← links)
- A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem (Q747919) (← links)
- A second-order positivity preserving numerical method for gamma equation (Q902565) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← links)
- Robust numerical algorithm to the European option with illiquid markets (Q2284751) (← links)
- Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
- A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models (Q3297465) (← links)
- Newton-Based Solvers for Nonlinear PDEs in Finance (Q4626503) (← links)
- A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance (Q5116379) (← links)
- Symmetries and exact solutions of a nonlinear pricing options equation (Q5136681) (← links)