Introducing the power series method to numerically approximate contingent claim partial differential equations
Gerald W. Buetow, James Sochacki
| Year of publication: |
2019
|
|---|---|
| Authors: | Buetow, Gerald W. ; Sochacki, James |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 4, p. 616-636
|
| Subject: | Black-Scholes-Merton Options Pricing | Partial Differential Equations | Finite Difference Methods | Crank-Nicolson Method | Power Series Methods | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2019.94031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433130