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scientific article; zbMATH DE number 7027632
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scientific article; zbMATH DE number 7027632

    Statements

    author
    Farshad Kiyoumarsi
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    publication date
    22 February 2019
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    zbMATH Keywords
    option pricing
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    numerical scheme
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    Black-Scholes PDE
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    semi-discretization
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    put option
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M06
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    35Q91
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    91G20
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    zbMATH DE Number
    7027632
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