Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418): Difference between revisions
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Revision as of 02:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal non-uniform finite difference grids for the Black-Scholes equations |
scientific article |
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Optimal non-uniform finite difference grids for the Black-Scholes equations (English)
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6 March 2021
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Black-Scholes equations
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optimal non-uniform grid
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finite difference method
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equity-linked securities
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