scientific article; zbMATH DE number 6395649

zbMath1313.91189MaRDI QIDQ5497187

Nikolay Kyurkchiev, Angela Slavova

Publication date: 3 February 2015

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

zbMATH Keywords

Black-Scholes modelsensitivity coefficients

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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