Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (Q2098668)
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scientific article; zbMATH DE number 7620191
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market |
scientific article; zbMATH DE number 7620191 |
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Practical finite difference method for solving multi-dimensional Black-Scholes model in fractal market (English)
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18 November 2022
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European option
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fractal Black-Scholes model
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Hurst exponent
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