Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations (Q901413)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations |
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Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations (English)
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12 January 2016
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nonlinear PDE
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asymptotic formula
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Newton's method
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finite difference method
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option pricing
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Black-Scholes equation
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