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Company, Rafael, Navarro, Enrique, Ramón Pintos, José, Ponsoda, Enrique (2008) Numerical solution of linear and nonlinear Black–Scholes option pricing equations. Computers & Mathematics with Applications, 56. 813-821 doi:10.1016/j.camwa.2008.02.010

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Reference TypeJournal (article/letter/editorial)
TitleNumerical solution of linear and nonlinear Black–Scholes option pricing equations
JournalComputers & Mathematics with Applications
AuthorsCompany, RafaelAuthor
Navarro, EnriqueAuthor
Ramón Pintos, JoséAuthor
Ponsoda, EnriqueAuthor
Year2008 (August)Volume56
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2008.02.010Search in ResearchGate
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Mindat Ref. ID6572695Long-form Identifiermindat:1:5:6572695:2
GUID0
Full ReferenceCompany, Rafael, Navarro, Enrique, Ramón Pintos, José, Ponsoda, Enrique (2008) Numerical solution of linear and nonlinear Black–Scholes option pricing equations. Computers & Mathematics with Applications, 56. 813-821 doi:10.1016/j.camwa.2008.02.010
Plain TextCompany, Rafael, Navarro, Enrique, Ramón Pintos, José, Ponsoda, Enrique (2008) Numerical solution of linear and nonlinear Black–Scholes option pricing equations. Computers & Mathematics with Applications, 56. 813-821 doi:10.1016/j.camwa.2008.02.010
In(n.d.) Computers & Mathematics with Applications Vol. 56. Elsevier BV

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Ankudinova, Julia, Ehrhardt, Matthias (2008) On the numerical solution of nonlinear Black–Scholes equations. Computers & Mathematics with Applications, 56. 799-812 doi:10.1016/j.camwa.2008.02.005
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Company, R., Jódar, L., Ponsoda, E., Ballester, C. (2010) Numerical analysis and simulation of option pricing problems modeling illiquid markets. Computers & Mathematics with Applications, 59. 2964-2975 doi:10.1016/j.camwa.2010.02.014
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Company, R., Jódar, L., Pintos, J.-R., Roselló, M.-D. (2010) Computing option pricing models under transaction costs. Computers & Mathematics with Applications, 59. 651-662 doi:10.1016/j.camwa.2009.10.028
Guo, Jianqiang, Wang, Wansheng (2015) On the numerical solution of nonlinear option pricing equation in illiquid markets. Computers & Mathematics with Applications, 69. 117-133 doi:10.1016/j.camwa.2014.11.015
Mohammadi, Reza (2015) Quintic B-spline collocation approach for solving generalized Black–Scholes equation governing option pricing. Computers & Mathematics with Applications, 69. 777-797 doi:10.1016/j.camwa.2015.02.018
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