High order compact finite difference schemes for a nonlinear Black-Scholes equation
Bertram Düring; Michel Fournié; Ansgar Jüngel
| Year of publication: |
2001
|
|---|---|
| Authors: | Düring, Bertram ; Fournié, Michel ; Jüngel, Ansgar |
| Publisher: |
[Konstanz] : Univ. Konstanz, Center of Finance and Econometrics |
| Subject: | Black-Scholes-Modell | Black-Scholes model | Nichtlineare Optimierung | Nonlinear programming | Hedging | Transaktionskosten | Transaction costs | Theorie | Theory |
| Description of contents: | Description [econometrics.wiwi.uni-konstanz.de] |
| Extent: | 29 S. graph. Darst. |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 01,07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://econometrics.wiwi.uni-konstanz.de/CoFE/Papers/dp01_07.pdf Literaturverz. S. 27 - 29 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014378931