High-order exponential spline method for pricing European options (Q4646565): 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/10.1080/10236198.2018.1543414 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2900683262 / rank | |||
Normal rank | |||
Revision as of 21:00, 19 March 2024
scientific article; zbMATH DE number 7001134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order exponential spline method for pricing European options |
scientific article; zbMATH DE number 7001134 |
Statements
High-order exponential spline method for pricing European options (English)
0 references
14 January 2019
0 references
European option pricing
0 references
Black-Scholes equation
0 references
exponential spline
0 references
finite difference
0 references
convergence
0 references
