Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512)
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scientific article; zbMATH DE number 7030709
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models |
scientific article; zbMATH DE number 7030709 |
Statements
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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