Pages that link to "Item:Q878048"
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The following pages link to Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048):
Displaying 3 items.
- A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
