A homotopy analysis method for the option pricing PDE in post-crash markets
Youssef El-Khatib
| Year of publication: |
2014
|
|---|---|
| Authors: | El-Khatib, Youssef |
| Published in: |
Mathematical economics letters. - Berlin : de Gruyter, ISSN 2195-4615, ZDB-ID 2741057-2. - Vol. 2.2014, 3/4, p. 45-50
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| Subject: | Black-Scholes PDE | Options | Financial Crisis | Homotopy Analysis Method | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Finanzkrise | Financial crisis | Derivat | Derivative | Optionsgeschäft | Option trading |
| 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://ebvufind01.dmz1.zbw.eu/10010496354