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Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G., (2017)
Numerical solutions of certain nonlinear models in European options on a distributed computing environment
Lai, Choi-Hong, (2008)
Calibration of a Nonlinear Feedback Option Pricing Model
Sanfelici, Simona, (2013)
Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias, (2008)
A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS
EHRHARDT, MATTHIAS, (2008)
Nonlinear models in mathematical finance : new research trends in option pricing