FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111)
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scientific article; zbMATH DE number 7161365
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION |
scientific article; zbMATH DE number 7161365 |
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31 January 2020
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option pricing
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Black-Scholes equation
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finite difference method
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greeks
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boundary condition
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FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (English)
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