On CNN model of Black-Scholes equation with Leland correction (Q4684563)
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scientific article; zbMATH DE number 6945959
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| English | On CNN model of Black-Scholes equation with Leland correction |
scientific article; zbMATH DE number 6945959 |
Statements
On CNN Model of Black–Scholes Equation with Leland Correction (English)
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1 October 2018
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Black-Scholes equation
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Cellular Neural Networks
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market price
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coefficient of variation
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Leland correction
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transaction Leland cost parameter
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programming environment MATHEMATICA
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0.7875037789344788
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0.7600501775741577
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0.7557467818260193
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0.733817994594574
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