Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7318277
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal non-uniform finite difference grids for the Black-Scholes equations |
scientific article; zbMATH DE number 7318277 |
Statements
Optimal non-uniform finite difference grids for the Black-Scholes equations (English)
0 references
6 March 2021
0 references
Black-Scholes equations
0 references
optimal non-uniform grid
0 references
finite difference method
0 references
equity-linked securities
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9511763
0 references
0.9423492
0 references
0.93026984
0 references
0.92708874
0 references
0.92658424
0 references
0.92168784
0 references
0.91150814
0 references
0.91105974
0 references
