Exact solutions and numerical simulation for Bakstein-Howison model (Q5076660): Difference between revisions

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+Exact solutions and numerical simulation for Bakstein-Howison model
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+Elham Dastranj
@@ Property / author: Elham Dastranj / rank @@
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+MaRDI publication profile
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+https://cmde.tabrizu.ac.ir/article_12764_375a4b4b267d72da007b176b6680dc7e.pdf
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+W3165003365
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@@ Property / title @@
+Exact solutions and numerical simulation for Bakstein-Howison model (English)
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@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
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+Numerical Approximation of Black-Scholes Equation
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