Numerical Approximation of Black-Scholes Equation (Q3553819)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Approximation of Black-Scholes Equation |
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Numerical Approximation of Black-Scholes Equation (English)
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21 April 2010
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Black-Scholes equation
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European call/put option
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payoff
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finite-differences method
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