scientific article; zbMATH DE number 6440874

zbMath1324.91073MaRDI QIDQ5253785

Angela Slavova, Nikolay Kyurkchiev

Publication date: 28 May 2015

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) Derivative securities (option pricing, hedging, etc.) (91G20) Complexity and performance of numerical algorithms (65Y20)

Uses Software

• Mathematica

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