A note on the exact discretization for a Cauchy–Euler equation: application to the Black–Scholes equation (Q3195508): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/10236198.2015.1034118 / rank | |||
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| Property / OpenAlex ID: W2025377212 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Q4309510 / rank | |||
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| Property / cites work: Differential and Difference Equations / rank | |||
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| Property / cites work: Exact finite difference scheme for linear differential equation with constant coefficients / rank | |||
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| Property / cites work: The Mathematics of Financial Derivatives / rank | |||
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Latest revision as of 22:02, 10 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the exact discretization for a Cauchy–Euler equation: application to the Black–Scholes equation |
scientific article |
Statements
A note on the exact discretization for a Cauchy–Euler equation: application to the Black–Scholes equation (English)
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20 October 2015
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Cauchy-Euler equation
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exact finite difference schemes
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Black-Scholes equation
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sub-equations
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