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Q5039647 - MaRDI portal

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scientific article; zbMATH DE number 7595703
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English
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scientific article; zbMATH DE number 7595703

    Statements

    author
    Hyeongseok Hwang
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    Yongho Choi
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    Soobin Kwak
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    Youngjin Hwang
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    Sangkwon Kim
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    Junseok Kim
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    publication date
    30 September 2022
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    zbMATH Keywords
    four underlying asset ELS
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    equity-linked securities
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    Black-Scholes equation
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    finite difference scheme
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    cites work
    Q4433608
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    Q2884851
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M06
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    91G20
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    zbMATH DE Number
    7595703
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