Far Field Boundary Conditions for Black--Scholes Equations (Q2706366)

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Far Field Boundary Conditions for Black--Scholes Equations
scientific article

    Statements

    title
    Far Field Boundary Conditions for Black--Scholes Equations (English)
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    author
    Raul Kangro
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    R. A. Nicolaides
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    publication date
    19 March 2001
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    zbMATH Keywords
    European-style options
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    artificial boundary
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    Identifiers

    Mathematics Subject Classification ID
    35A35
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    65M15
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    91B99
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    zbMATH DE Number
    1578987
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