Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (Q2348959)
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scientific article; zbMATH DE number 6446322
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing |
scientific article; zbMATH DE number 6446322 |
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Repeated spatial extrapolation: an extraordinarily efficient approach for option pricing (English)
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16 June 2015
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spatial extrapolation
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finite difference
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high-order accuracy
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Black-Scholes model
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option pricing
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0.8000910878181458
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0.7731778025627136
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0.7680265307426453
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0.7593600153923035
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