Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q113293524, #quickstatements; #temporary_batch_1714786519576 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q113293524 / rank | |||
Normal rank | |||
Revision as of 02:58, 4 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal non-uniform finite difference grids for the Black-Scholes equations |
scientific article |
Statements
Optimal non-uniform finite difference grids for the Black-Scholes equations (English)
0 references
6 March 2021
0 references
Black-Scholes equations
0 references
optimal non-uniform grid
0 references
finite difference method
0 references
equity-linked securities
0 references
