An approximation scheme for Black-Scholes equations with delays (Q601061)
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scientific article; zbMATH DE number 5809965
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| English | An approximation scheme for Black-Scholes equations with delays |
scientific article; zbMATH DE number 5809965 |
Statements
An approximation scheme for Black-Scholes equations with delays (English)
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3 November 2010
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Black-Scholes equation
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finite difference
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stochastic functional differential equations
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viscosity solutions
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0.8667389154434204
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0.8422231674194336
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0.8241316676139832
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0.8016204237937927
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0.7976198196411133
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