Numerical methods for solving a Black-Scholes equation (Q2837028)

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scientific article; zbMATH DE number 6186230
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Numerical methods for solving a Black-Scholes equation
scientific article; zbMATH DE number 6186230

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    10 July 2013
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    Black-Scholes equation
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    parabolic partial differential equation
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    parallel calculus
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    finite differences
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    Numerical methods for solving a Black-Scholes equation (English)
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