General solution of the Black-Scholes boundary-value problem (Q2153203)
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scientific article; zbMATH DE number 7552355
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| default for all languages | No label defined |
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| English | General solution of the Black-Scholes boundary-value problem |
scientific article; zbMATH DE number 7552355 |
Statements
General solution of the Black-Scholes boundary-value problem (English)
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1 July 2022
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Black-Scholes formula
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European option
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Black-Scholes partial differential equation
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Hermite polynomials
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0.8089633584022522
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0.807555079460144
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0.8066605925559998
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0.8029767274856567
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