Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7095770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical solutions of Black-Scholes integro-differential equations with convergence analysis |
scientific article; zbMATH DE number 7095770 |
Statements
Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (English)
0 references
19 August 2019
0 references
tau method
0 references
stochastic integro-differential Black-Scholes equation
0 references
European option pricing problem
0 references
Hermitian polynomial
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7768449187278748
0 references
0.7748057842254639
0 references
0.7688501477241516
0 references
0.7675169706344604
0 references
0.764892578125
0 references
