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:2884851
Jump to:navigation, search

zbMath1237.91231MaRDI QIDQ2884851

In-Suk Wee, Darae Jeong, Junseok Kim

Publication date: 18 May 2012


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

zbMATH Keywords

finite difference methodBlack-Scholes equationoperator splitting method


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) Derivative securities (option pricing, hedging, etc.) (91G20)


Related Items (7)

A practical finite difference method for the three-dimensional Black-Scholes equation ⋮ Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations ⋮ Accurate and efficient computations of the Greeks for options near expiry using the Black-Scholes equations ⋮ Unnamed Item ⋮ Optimal non-uniform finite difference grids for the Black-Scholes equations ⋮ Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge ⋮ FAST ANDROID IMPLIMENTATION OF MONTE CARLO SIMULATION FOR PRICING EQUITY-LINKED SECURITIES







This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2884851&oldid=15839355"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
This page was last edited on 3 February 2024, at 19:32.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki