An accurate and efficient numerical method for Black-Scholes equations (Q5894487)
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scientific article; zbMATH DE number 6004111
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| English | An accurate and efficient numerical method for Black-Scholes equations |
scientific article; zbMATH DE number 6004111 |
Statements
AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS (English)
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8 February 2012
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Black-Scholes equations
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finite difference method
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0.8614750504493713
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0.8476134538650513
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0.8440364599227905
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0.8386490941047668
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