Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512)
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scientific article; zbMATH DE number 7030709
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| English | Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models |
scientific article; zbMATH DE number 7030709 |
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Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (English)
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28 February 2019
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Black-Scholes pricing model
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alternating direction explicit methods
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European options
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0.94329333
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0.90525526
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0.8905909
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0.8895689
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0.8878789
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0.8850713
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0.88242537
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0.88151824
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0.88098913
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