SOLVING GENERALIZED LINEAR MODEL OF BLACK-SCHOLES WITH CLASSICAL FINITE VOLUME METHOD (Q5075855): Difference between revisions
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| Property / cites work: A fitted finite volume method for the valuation of options on assets with stochastic volatilities / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: USING THE ADAPTIVE MESH FINITE VOLUME METHOD TO SOLVE THREE TEST PROBLEMS / rank | |||
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| Property / cites work: Finite Volume Methods for Hyperbolic Problems / rank | |||
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| Property / full work available at URL: https://doi.org/10.17654/nm020010017 / rank | |||
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Latest revision as of 08:52, 30 July 2024
scientific article; zbMATH DE number 7525547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOLVING GENERALIZED LINEAR MODEL OF BLACK-SCHOLES WITH CLASSICAL FINITE VOLUME METHOD |
scientific article; zbMATH DE number 7525547 |
Statements
SOLVING GENERALIZED LINEAR MODEL OF BLACK-SCHOLES WITH CLASSICAL FINITE VOLUME METHOD (English)
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12 May 2022
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Black-Scholes equation
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European option
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premium
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strike price
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maturity
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classical finite volume method
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numerical flux
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diffusion term
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source term
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