A note on the exact discretization for a Cauchy-Euler equation: application to the Black-Scholes equation (Q3195508)
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scientific article; zbMATH DE number 6496394
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| English | A note on the exact discretization for a Cauchy-Euler equation: application to the Black-Scholes equation |
scientific article; zbMATH DE number 6496394 |
Statements
A note on the exact discretization for a Cauchy–Euler equation: application to the Black–Scholes equation (English)
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20 October 2015
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Cauchy-Euler equation
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exact finite difference schemes
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Black-Scholes equation
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sub-equations
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0.7832390666007996
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0.7781438231468201
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0.7733539938926697
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0.7730627655982971
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0.7720895409584045
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