The Time-Discrete Method of Lines for Options and Bonds (Q5174507)
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scientific article; zbMATH DE number 6405160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Time-Discrete Method of Lines for Options and Bonds |
scientific article; zbMATH DE number 6405160 |
Statements
The Time-Discrete Method of Lines for Options and Bonds (English)
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18 February 2015
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time-discrete method of lines
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partial differential equation approach
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numerical methods
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pricing models
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admissible boundary conditions
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Fichera function
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Black-Scholes equation
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Riccati transformation method
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European options
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American options
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Black-Scholes-Barenblatt equation
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