Pages that link to "Item:Q969982"
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The following pages link to A numerical method for European option pricing with transaction costs nonlinear equation (Q969982):
Displayed 5 items.
- Numerical analysis and computing for option pricing models in illiquid markets (Q622980) (← links)
- A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets (Q1761652) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- Spline approximation method to solve an option pricing problem (Q4899077) (← links)