A note on the exact discretization for a Cauchy–Euler equation: application to the Black–Scholes equation (Q3195508)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the exact discretization for a Cauchy–Euler equation: application to the Black–Scholes equation |
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A note on the exact discretization for a Cauchy–Euler equation: application to the Black–Scholes equation (English)
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20 October 2015
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Cauchy-Euler equation
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exact finite difference schemes
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Black-Scholes equation
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sub-equations
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