Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model |
scientific article |
Statements
Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (English)
0 references
1 October 2020
0 references
numerical methods for PDEs
0 references
hard-to-borrow model
0 references
European call option
0 references
Laplace transform
0 references
finite difference methods
0 references
0 references
0 references
0 references
