An accurate and stable numerical method for option hedge parameters (Q2148048): Difference between revisions
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Revision as of 06:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An accurate and stable numerical method for option hedge parameters |
scientific article |
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An accurate and stable numerical method for option hedge parameters (English)
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21 June 2022
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option pricing
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Black-Scholes partial differential equation
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Feynman-Kac formula
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finite difference method
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unconditionally stable methods
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numerical techniques
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