A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (Q2256464)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonstandard finite difference scheme for a nonlinear Black-Scholes equation |
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A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (English)
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19 February 2015
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nonlinear option pricing
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Black-Scholes
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nonstandard finite difference
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