The following pages link to (Q4550916):
Displaying 12 items.
- Fast numerical valuation of options with jump under Merton's model (Q507854) (← links)
- On the numerical solution of nonlinear option pricing equation in illiquid markets (Q524693) (← links)
- Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type (Q533028) (← links)
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Numerical analysis and simulation of option pricing problems modeling illiquid markets (Q988271) (← 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 high-order finite difference method for option valuation (Q1705003) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
