From Navier-Stokes to Black-Scholes: numerical methods in computational finance (Q2799722)
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scientific article; zbMATH DE number 6568508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From Navier-Stokes to Black-Scholes: numerical methods in computational finance |
scientific article; zbMATH DE number 6568508 |
Statements
13 April 2016
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financial mathematics
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options
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derivatives
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computation
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PDE
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From Navier-Stokes to Black-Scholes: numerical methods in computational finance (English)
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