scientific article

zbMath1374.91001MaRDI QIDQ2822203

Nikolay Kyurkchiev, Angela Slavova

Publication date: 27 September 2016

Full work available at URL: http://www.math.bas.bg/~pliska/Pliska-23/Pliska-23-2014-141-158.pdf

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

zbMATH Keywords

Black-Scholes modelcoefficient of variationmarket priceGarman-Kohlhagen model

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Complexity and performance of numerical algorithms (65Y20) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

Uses Software

• Unnamed Item

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