Pages that link to "Item:Q544200"
From MaRDI portal
The following pages link to A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200):
Displayed 18 items.
- An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
- Fitted finite volume method for a generalized Black-Scholes equation transformed on finite interval (Q393762) (← links)
- Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation (Q411091) (← links)
- Homotopy perturbation method for fractional Black-Scholes European option pricing equations using Sumudu transform (Q473753) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
- Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
- Reconstruction of the time-dependent volatility function using the Black-Scholes model (Q1727049) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- A finite difference scheme for pricing American put options under Kou's jump-diffusion model (Q1951078) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- High-Order Compact Finite Difference Method for Black–Scholes PDE (Q2801927) (← links)
- A different approach to the European option pricing model with new fractional operator (Q4615565) (← links)
- High-order exponential spline method for pricing European options (Q4646565) (← links)