Numerical solution of linear and nonlinear Black-Scholes option pricing equations (Q1004744)
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scientific article; zbMATH DE number 5528575
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| English | Numerical solution of linear and nonlinear Black-Scholes option pricing equations |
scientific article; zbMATH DE number 5528575 |
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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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0.9557226
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0.9511368
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0.9369494
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0.92965305
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0.9295995
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0.92566836
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0.92385846
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