AN ACCURATE AND EFFICIENT NUMERICAL METHOD FOR BLACK-SCHOLES EQUATIONS (Q5894487)
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scientific article; zbMATH DE number 6004111
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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