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Latest revision as of 16:28, 5 March 2024
scientific article; zbMATH DE number 1051049
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1051049 |
Statements
24 August 1997
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numerical methods
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option pricing
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continuous time
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finance
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Wiener processes
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Black-Scholes framework
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American options
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European options
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exotic options
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financial derivatives
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partial differential equations
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binomial trees
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finite difference schemes
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Monte Carlo simulations
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