Analytical solution and convergence analysis of Black-Sholes equation (Q4641375)
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scientific article; zbMATH DE number 6875144
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Analytical solution and convergence analysis of Black-Sholes equation |
scientific article; zbMATH DE number 6875144 |
Statements
25 May 2018
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Black-Sholes equation
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Fourier transform
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good kernel
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0.850339412689209
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0.8444417119026184
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0.8376824855804443
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0.7945243120193481
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