A new direct method for solving the Black-Scholes equation (Q2484571): Difference between revisions
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Property / cites work: Valuing American Options by Simulation: A Simple Least-Squares Approach / rank | |||
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Property / cites work: Statistical mechanics of financial markets: exponential modifications to Black-Scholes. / rank | |||
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Property / cites work: Q3365324 / rank | |||
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Property / cites work: The Mathematics of Financial Derivatives / rank | |||
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Latest revision as of 14:25, 10 June 2024
scientific article
Language | Label | Description | Also known as |
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English | A new direct method for solving the Black-Scholes equation |
scientific article |
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A new direct method for solving the Black-Scholes equation (English)
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1 August 2005
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Mellin transform
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