High-Order Compact Finite Difference Method for Black–Scholes PDE (Q2801927)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Order Compact Finite Difference Method for Black–Scholes PDE |
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High-Order Compact Finite Difference Method for Black–Scholes PDE (English)
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22 April 2016
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option pricing
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European options
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Black-Scholes PDE
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compact finite difference methods
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numerical result
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