Optimal and near-optimal advection—diffusion finite-difference schemes III. Black—Scholes equation (Q2713415): Difference between revisions
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Latest revision as of 23:56, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal and near-optimal advection—diffusion finite-difference schemes III. Black—Scholes equation |
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Optimal and near-optimal advection—diffusion finite-difference schemes III. Black—Scholes equation (English)
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2000
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Black-Scholes equation
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computational finance
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option pricing
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