scientific article; zbMATH DE number 7811145

DOI10.22034/cmde.2023.56236.2349MaRDI QIDQ6119093

Unnamed Author, Reza Khoshsiar Ghaziani, Unnamed Author, Mojtaba Fardi

Publication date: 29 February 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

error analysisfinite difference discretizationBlack-Scholes equationEuropean option pricingkernel-based method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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