A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS |
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A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (English)
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29 September 2008
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Black-Scholes equation
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computational finance
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option pricing
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finite difference method
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artificial boundary condition
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free boundary problem
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American option
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