Solutions of a class of partial differential equations with application to the Black-Scholes equation (Q544093): Difference between revisions
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Property / cites work: The decomposition method for linear, one-dimensional, time-dependent partial differential equations / rank | |||
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Revision as of 03:28, 4 July 2024
scientific article
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English | Solutions of a class of partial differential equations with application to the Black-Scholes equation |
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Solutions of a class of partial differential equations with application to the Black-Scholes equation (English)
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14 June 2011
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Black-Scholes equation
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partial differential equations
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option pricing
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