A comparison study of explicit and implicit numerical methods for the equity-linked securities (Q2788838)
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scientific article; zbMATH DE number 6543763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison study of explicit and implicit numerical methods for the equity-linked securities |
scientific article; zbMATH DE number 6543763 |
Statements
22 February 2016
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Black-Scholes partial diffrential equation
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log transformation
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explicit finite difference method
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equity-linked securities
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non-uniform grid
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0.8620102
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0.85244167
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0.8481109
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0.8476408
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0.84512794
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0.84471494
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0.8438869
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A comparison study of explicit and implicit numerical methods for the equity-linked securities (English)
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