A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864): Difference between revisions

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Latest revision as of 17:11, 12 July 2024

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A practical finite difference method for the three-dimensional Black-Scholes equation
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    A practical finite difference method for the three-dimensional Black-Scholes equation (English)
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    7 October 2016
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    option pricing
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    equity-linked securities
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    Black-Scholes partial differential equation
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    operator splitting method
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    non-uniform grid
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