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Publication:3085387
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zbMath1208.91157MaRDI QIDQ3085387

Parviz Sargolzaei, Fazlollah Soleymani

Publication date: 31 March 2011

Full work available at URL: http://pphmj.com/abstract/5424.htm

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

zbMATH Keywords

option pricingimplicit methodBlack-Scholes PDEbackward finite difference approximation


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)







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