Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of linear and nonlinear Black-Scholes option pricing equations |
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Numerical solution of linear and nonlinear Black-Scholes option pricing equations (English)
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12 March 2009
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Black-Scholes equation
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numerical solution
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option pricing
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semidiscretization
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transaction cost
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