Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (Q2132839)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method |
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Approximate solution of nonlinear Black-Scholes equation via a fully discretized fourth-order method (English)
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28 April 2022
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fourth-order
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Black-Scholes equation
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transaction costs
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time-dependent
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FD weights
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