A new direct method for solving the Black-Scholes equation (Q2484571): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.aml.2002.12.016
+Normal rank
@@ Property / OpenAlex ID @@
+W2039902433
@@ Property / OpenAlex ID: W2039902433 / rank @@
+Normal rank
@@ Property / cites work @@
+Valuing American Options by Simulation: A Simple Least-Squares Approach
+Normal rank
@@ Property / cites work @@
+Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
+Normal rank
@@ Property / cites work @@
+Q3365324
@@ Property / cites work: Q3365324 / rank @@
+Normal rank
@@ Property / cites work @@
+The Mathematics of Financial Derivatives
@@ Property / cites work: The Mathematics of Financial Derivatives / rank @@
+Normal rank
@@ Property / cites work @@
+Q3786804
@@ Property / cites work: Q3786804 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5333460
@@ Property / cites work: Q5333460 / rank @@
+Normal rank