COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS (Q2872194): Difference between revisions
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Latest revision as of 09:37, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS |
scientific article |
Statements
COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS (English)
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14 January 2014
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Black-Scholes equation
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operator splitting method
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equity-linked security
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parallel computation
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message passing interface
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