A multilevel approach to solving the black-scholes equation
Year of publication: |
2010
|
---|---|
Authors: | Morris, Hedley ; Limon, Alfonso |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 3, p. 403-414
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Mehrebenenanalyse | Multi-level analysis | Theorie | Theory |
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