Removing non-smoothness in solving Black-Scholes equation using a perturbation method (Q2233096)
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scientific article; zbMATH DE number 7409884
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Removing non-smoothness in solving Black-Scholes equation using a perturbation method |
scientific article; zbMATH DE number 7409884 |
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Removing non-smoothness in solving Black-Scholes equation using a perturbation method (English)
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14 October 2021
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european options
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homotopy perturbation method
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Black-Scholes equations
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multi-asset options
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