Generalized trapezoidal formulas for the black–scholes equation of option pricing (Q4467347): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/00207160310001603299 / rank | |||
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| Property / OpenAlex ID: W2097608413 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: A class of generalized trapezoidal formulas for the numerical integration of / rank | |||
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| Property / cites work: Generalized trapezoidal formulas for parabolic equations / rank | |||
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| Property / cites work: Generalized trapezoidal formulas for convection-diffusion equations / rank | |||
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| Property / cites work: The Mathematics of Financial Derivatives / rank | |||
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Latest revision as of 17:42, 6 June 2024
scientific article; zbMATH DE number 2071079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized trapezoidal formulas for the black–scholes equation of option pricing |
scientific article; zbMATH DE number 2071079 |
Statements
Generalized trapezoidal formulas for the black–scholes equation of option pricing (English)
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9 June 2004
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unconditionally stable
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European option
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Crank-Nicolson scheme
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