Numerical volatility in option valuation from Black–Scholes equation by finite differences (Q4828670)
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scientific article; zbMATH DE number 2119201
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| English | Numerical volatility in option valuation from Black–Scholes equation by finite differences |
scientific article; zbMATH DE number 2119201 |
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Numerical volatility in option valuation from Black–Scholes equation by finite differences (English)
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26 November 2004
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option valuation
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Black-Scholes equation
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finite differences
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Crank-Nicolson
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numerical volatility
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