COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS (Q2872194): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: PARDISO / rank | |||
Normal rank |
Revision as of 06:19, 28 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS |
scientific article |
Statements
COMPARISON OF NUMERICAL SCHEMES ON MULTI-DIMENSIONAL BLACK-SCHOLES EQUATIONS (English)
0 references
14 January 2014
0 references
Black-Scholes equation
0 references
operator splitting method
0 references
equity-linked security
0 references
parallel computation
0 references
message passing interface
0 references