Exact and numerical solution of Black--Scholes matrix equation (Q1764689)
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scientific article; zbMATH DE number 2136854
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| English | Exact and numerical solution of Black--Scholes matrix equation |
scientific article; zbMATH DE number 2136854 |
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Exact and numerical solution of Black--Scholes matrix equation (English)
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22 February 2005
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Mellin transform
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0.8279514908790588
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0.8219897150993347
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0.8214269876480103
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0.8093277812004089
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0.804143488407135
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