Pages that link to "Item:Q5894487"
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The following pages link to AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS (Q5894487):
Displaying 4 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668) (← links)
- About the valuation of American option under Black-Scholes model: a numerical study (Q6553747) (← links)
