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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Property / author: Elham Dastranj / rank | |||
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Property / author: Elham Dastranj / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://cmde.tabrizu.ac.ir/article_12764_375a4b4b267d72da007b176b6680dc7e.pdf / rank | |||
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Property / OpenAlex ID: W3165003365 / rank | |||
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Exact solutions and numerical simulation for Bakstein-Howison model (English) | |||
Property / title: Exact solutions and numerical simulation for Bakstein-Howison model (English) / rank | |||
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Latest revision as of 00:02, 29 July 2024
scientific article; zbMATH DE number 7527956
Language | Label | Description | Also known as |
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English | Exact solutions and numerical simulation for Bakstein-Howison model |
scientific article; zbMATH DE number 7527956 |
Statements
17 May 2022
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Black-Scholes models
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transaction cost
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Lie symmetries
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finite difference method
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Exact solutions and numerical simulation for Bakstein-Howison model (English)
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