Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Non-Linear Black–Scholes Equations |
scientific article |
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Numerical Methods for Non-Linear Black–Scholes Equations (English)
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27 May 2010
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non-linear Black-Scholes equation
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BDF methods
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fully implicit
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viscosity solution
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