A semidiscretisation method for solving nonlinear Black-Scholes equations : numerical analysis and computing
Lucas Jódar, Rafael Company and José Ramón Pintos
| Year of publication: |
2008
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|---|---|
| Authors: | Jódar, Lucas ; Company, Rafael ; Pintos, José Ramón |
| Published in: |
Nonlinear models in mathematical finance : new research trends in option pricing. - New York, NY : Nova Science Publ., ISBN 978-1-60456-931-5. - 2008, p. 149-171
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| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Black-Scholes-Modell | Black-Scholes model | Numerisches Verfahren | Numerical analysis | Nichtlineare Optimierung | Nonlinear programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011954437