An accurate solution for the generalized Black-Scholes equations governing option pricing (Q2132964)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An accurate solution for the generalized Black-Scholes equations governing option pricing
scientific article

    Statements

    An accurate solution for the generalized Black-Scholes equations governing option pricing (English)
    0 references
    0 references
    0 references
    0 references
    28 April 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Black-Scholes equation
    0 references
    option pricing
    0 references
    european options
    0 references
    generalized trapezoidal formulas
    0 references
    uniform boundedness
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references