scientific article; zbMATH DE number 6311141

DOI10.3969/j.issn.1008-5513.2013.04.004zbMath1299.91158MaRDI QIDQ4980345

Sheng Zhu, Tao Ban, Huafei He

Publication date: 30 June 2014

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

zbMATH Keywords

option pricing\(\theta\)-methodreset optionsC-N differential scheme

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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