Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (Q5229826)
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scientific article; zbMATH DE number 7095770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of Black-Scholes integro-differential equations with convergence analysis |
scientific article; zbMATH DE number 7095770 |
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Numerical solutions of Black-Scholes integro-differential equations with convergence analysis (English)
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19 August 2019
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tau method
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stochastic integro-differential Black-Scholes equation
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European option pricing problem
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Hermitian polynomial
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