Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Rafael Company / rank | |||
| Property / author | |||
| Property / author: José-Ramón Pintos / rank | |||
| Property / author | |||
| Property / author: Enrique Ponsoda / rank | |||
Revision as of 09:34, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of linear and nonlinear Black-Scholes option pricing equations |
scientific article |
Statements
Numerical solution of linear and nonlinear Black-Scholes option pricing equations (English)
0 references
12 March 2009
0 references
Black-Scholes equation
0 references
numerical solution
0 references
option pricing
0 references
semidiscretization
0 references
transaction cost
0 references
