High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 14:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost |
scientific article |
Statements
High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (English)
0 references
29 June 2009
0 references
high-order compact
0 references
Black-Scholes
0 references
option pricing
0 references
transaction cost
0 references
