A new finite difference method for numerical solution of Black-Scholes PDE (Q3085387)
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scientific article; zbMATH DE number 5872740
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| English | A new finite difference method for numerical solution of Black-Scholes PDE |
scientific article; zbMATH DE number 5872740 |
Statements
31 March 2011
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option pricing
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backward finite difference approximation
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Black-Scholes PDE
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implicit method
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0.8695123791694641
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0.8618084788322449
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0.8524280786514282
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0.8454591035842896
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0.8394410014152527
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