Analytical solutions for the Black-Scholes equation (Q4600648)
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scientific article; zbMATH DE number 6824972
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Analytical solutions for the Black-Scholes equation |
scientific article; zbMATH DE number 6824972 |
Statements
12 January 2018
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Black-Scholes equation
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partial differential equation
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ordinary differential equation
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Cauchy-Euler method
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separation of variables
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0.8490909337997437
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0.8376824855804443
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0.8371575474739075
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0.8323626518249512
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