Skip navigation

Items where Author is "Ďuriš, Karol"

Items where Author is "Ďuriš, Karol"

[up] Up a level
Group by: Item Type | Uncontrolled Keywords | No Grouping
Asymptotic Formula Black–Scholes Equation Finite Difference Method Newton's Method Nonlinear PDE Option Pricing
Number of items: 6.

Asymptotic Formula

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 and Ševčovič, Daniel (2016) Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations. Computational Methods in Applied Mathematics, 16 (1). pp. 35-50. ISSN 1609-4840 (Print), 1609-9389 (Online) (doi:10.1515/cmam-2015-0035)

Black–Scholes Equation

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 and Ševčovič, Daniel (2016) Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations. Computational Methods in Applied Mathematics, 16 (1). pp. 35-50. ISSN 1609-4840 (Print), 1609-9389 (Online) (doi:10.1515/cmam-2015-0035)

Finite Difference Method

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 and Ševčovič, Daniel (2016) Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations. Computational Methods in Applied Mathematics, 16 (1). pp. 35-50. ISSN 1609-4840 (Print), 1609-9389 (Online) (doi:10.1515/cmam-2015-0035)

Newton's Method

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 and Ševčovič, Daniel (2016) Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations. Computational Methods in Applied Mathematics, 16 (1). pp. 35-50. ISSN 1609-4840 (Print), 1609-9389 (Online) (doi:10.1515/cmam-2015-0035)

Nonlinear PDE

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 and Ševčovič, Daniel (2016) Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations. Computational Methods in Applied Mathematics, 16 (1). pp. 35-50. ISSN 1609-4840 (Print), 1609-9389 (Online) (doi:10.1515/cmam-2015-0035)

Option Pricing

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong ORCID logoORCID: https://orcid.org/0000-0002-7558-6398 and Ševčovič, Daniel (2016) Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations. Computational Methods in Applied Mathematics, 16 (1). pp. 35-50. ISSN 1609-4840 (Print), 1609-9389 (Online) (doi:10.1515/cmam-2015-0035)

This list was generated on Sun Dec 22 14:32:34 2024 UTC.