Accurate numerical solution of Black-Scholes option pricing equations
Raquel García-Rubio
| Year of publication: |
2011
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|---|---|
| Authors: | García-Rubio, Raquel |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 2.2011, 3, p. 236-243
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| Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Numerisches Verfahren | Numerical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009389608