Pages that link to "Item:Q984157"
From MaRDI portal
The following pages link to A Laplace transform finite difference method for the Black-Scholes equation (Q984157):
Displayed 6 items.
- Optimal system, symmetry reductions and new closed form solutions for the geometric average Asian options (Q505796) (← links)
- Lie symmetry analysis for a parabolic Monge-Ampère equation in the optimal investment theory (Q1624669) (← links)
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
