Superconvergence of the finite element solutions of the Black-Scholes equation
A. Golbabai; L.V. Ballestra; D. Ahmadian
| Year of publication: |
2013
|
|---|---|
| Authors: | Golbabai, A. ; Ballestra, L.V. ; Ahmadian, D. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 10.2013, 1, p. 17-26
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory |
| 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://www.econbiz.de/10009728610