Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Merge two items
In other projects
MaRDI portal item
Discussion
View source
View history
Purge
English
Log in

scientific article

From MaRDI portal
Publication:2806727
Jump to:navigation, search

zbMath1363.91131MaRDI QIDQ2806727

Farshid Mehrdoust, Mohammad Mirzazadeh

Publication date: 18 May 2016


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricingfirst integral methodBlack-Scholes equation


Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)


Related Items (1)

On the approximation of the Black and Scholes call function







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2806727&oldid=15715016"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 17:43.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki