The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
H. Ünsal Özer and Ahmet Duran
| Year of publication: |
September 2018
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|---|---|
| Authors: | Özer, H. Ünsal ; Duran, Ahmet |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 5.2018, 3, p. 1-22
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| Subject: | Mathematical finance | Black-Scholes partial differential equation | error analysis | finite element method | finite difference method | option pricing | Finanzmathematik | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786318500287 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011923061