The trade-offs between alternative finite difference techniques used to price derivative securities. (Q5931654)
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scientific article; zbMATH DE number 1591646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The trade-offs between alternative finite difference techniques used to price derivative securities. |
scientific article; zbMATH DE number 1591646 |
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The trade-offs between alternative finite difference techniques used to price derivative securities. (English)
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25 April 2001
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finite-difference methods
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options pricing methods
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Black-Scholes model
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