Selected applications of differential equations in vanilla options valuation. (Q5135652)
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scientific article; zbMATH DE number 7276598
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| English | Selected applications of differential equations in vanilla options valuation. |
scientific article; zbMATH DE number 7276598 |
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Selected applications of differential equations in Vanilla Options valuation. (English)
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23 November 2020
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Black-Scholes model
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numerical methods
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American option
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European option
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finite difference method
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free boundary problem
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0.7716490030288696
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0.771165668964386
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0.7648406028747559
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