Global in space numerical computation for the nonlinear Black-Scholes equation
Naoyuki Ishimura and Hitoshi Imai
| Year of publication: |
2008
|
|---|---|
| Authors: | Ishimura, Naoyuki ; Imai, Hitoshi |
| 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. 219-242
|
| Subject: | Theorie | Theory | Black-Scholes-Modell | Black-Scholes model |
| 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/10011954462