Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article; zbMATH DE number 7249206 - MaRDI portal

scientific article; zbMATH DE number 7249206

From MaRDI portal

Publication:5124283

Jump to:navigation, search

zbMath1452.91327MaRDI QIDQ5124283

Hanbyeol Jang, Hyun-Soo Han, Hyundong Kim, Sangkwon Kim, Junseok Kim, Chaeyoung Lee

Publication date: 17 September 2020

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

zbMATH Keywords

finite difference method local volatility function general Black-Scholes equation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Finite difference methods for boundary value problems involving PDEs (65N06)

Related Items (1)

Robust and accurate construction of the local volatility surface using the Black-Scholes equation

This page was built for publication:

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5124283&oldid=19652444"