Transformation methods for evaluating approximations to the optimal exercise boundary for a linear and nonlinear Black-Scholes equation
Daniel Ševčovič
| Year of publication: |
2008
|
|---|---|
| Authors: | Ševčovič, Daniel |
| 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. 173-218
|
| 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://ebvufind01.dmz1.zbw.eu/10011954443