Analysis of the truncated error in solving the Black-Scholes equation (Q2704956)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the truncated error in solving the Black-Scholes equation |
scientific article |
Statements
22 May 2001
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explicit difference scheme
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related boundary conditions
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convergence rate
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Analysis of the truncated error in solving the Black-Scholes equation (English)
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