High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost (Q3636736): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/00207160802609829 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2087092441 / rank | |||
Normal rank | |||
Revision as of 19:54, 19 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
