Pages that link to "Item:Q5315457"
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The following pages link to Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457):
Displayed 12 items.
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← 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)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← 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)
- On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430) (← links)
- Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
- Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs (Q3647543) (← links)