A numerical analysis of the extended Black-Scholes model
Sergio Albeverio and Alex Popovici, Victoria Steblovskaya
| Year of publication: |
2006
|
|---|---|
| Authors: | Albeverio, Sergio ; Popovici, Alexandru ; Steblovskaya, Victoria |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 9.2006, 1, p. 69-89
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Numerisches Verfahren | Numerical analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 88 - 89 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003285930