Exponentially fitted block backward differentiation formulas for pricing options
Year of publication: |
2021
|
---|---|
Authors: | Jator, S. N. ; Sahi, R. K. ; Akinyemi, M. I. ; Nyonna, D. |
Published in: |
Cogent Economics & Finance. - ISSN 2332-2039. - Vol. 9.2021, 1, p. 1-18
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | Black-Scholes partial differential equation | Block backward differentiation formula | exponential fitting | options | oscillations |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2021.1875565 [DOI] 1800249756 [GVK] hdl:10419/270035 [Handle] RePEc:taf:oaefxx:v:9:y:2021:i:1:p:1875565 [RePEc] |
Classification: | C63 - Computational Techniques ; G10 - General Financial Markets. General |
Source: |
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Exponentially fitted block backward differentiation formulas for pricing options
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Exponentially fitted block backward differentiation formulas for pricing options
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