Exact and numerical solution of Black--Scholes matrix equation (Q1764689)
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scientific article; zbMATH DE number 2136854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact and numerical solution of Black--Scholes matrix equation |
scientific article; zbMATH DE number 2136854 |
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Exact and numerical solution of Black--Scholes matrix equation (English)
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22 February 2005
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Mellin transform
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