Numerical methods for solving a Black-Scholes equation (Q2837028)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6186230
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical methods for solving a Black-Scholes equation |
scientific article; zbMATH DE number 6186230 |
Statements
10 July 2013
0 references
Black-Scholes equation
0 references
parabolic partial differential equation
0 references
parallel calculus
0 references
finite differences
0 references
Numerical methods for solving a Black-Scholes equation (English)
0 references
0.8509335517883301
0 references
0.8422946333885193
0 references
0.8377410769462585
0 references
0.8267062306404114
0 references
0.822510302066803
0 references
