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Numerical Approximation of Black-Scholes Equation - MaRDI portal

Numerical Approximation of Black-Scholes Equation (Q3553819)

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Numerical Approximation of Black-Scholes Equation
scientific article

    Statements

    title
    Numerical Approximation of Black-Scholes Equation (English)
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    author
    Gina Dura
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    Ana-Maria Moşneagu
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    publication date
    21 April 2010
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    zbMATH Keywords
    Black-Scholes equation
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    European call/put option
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    payoff
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    finite-differences method
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65F10
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    65F05
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    65N06
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    zbMATH DE Number
    5696730
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    OpenAlex ID
    W2072159554
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