A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M06
@@ Property / Mathematics Subject Classification ID: 65M06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+Q91
@@ Property / Mathematics Subject Classification ID: 35Q91 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6636209
@@ Property / zbMATH DE Number: 6636209 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+option pricing
@@ Property / zbMATH Keywords: option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+equity-linked securities
@@ Property / zbMATH Keywords: equity-linked securities / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Black-Scholes partial differential equation
@@ Property / zbMATH Keywords: Black-Scholes partial differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+operator splitting method
@@ Property / zbMATH Keywords: operator splitting method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-uniform grid
@@ Property / zbMATH Keywords: non-uniform grid / rank @@
+Normal rank

Revision as of 03:20, 28 June 2023