On the numerical solution of nonlinear Black-Scholes equations (Q1004743)
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scientific article; zbMATH DE number 5528574
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| English | On the numerical solution of nonlinear Black-Scholes equations |
scientific article; zbMATH DE number 5528574 |
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On the numerical solution of nonlinear Black-Scholes equations (English)
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12 March 2009
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nonlinear Black-Scholes equation
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American and European options
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transaction costs
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finite difference schemes
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0.8615788817405701
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0.8605731129646301
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0.8570306897163391
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0.8529132604598999
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