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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Computational economics"
~subject:"Economic convergence"
~subject:"Finite difference method"
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Economic convergence
Finite difference method
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47
Black-Scholes-Modell
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37
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Jeong, Darae
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Kim, Junseok
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Bakhshandeh, M.
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Farnam, B.
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The convergence analysis of the numerical calculation to price the time-fractional black-scholes model
Mesgarani, H.
;
Bakhshandeh, M.
;
Aghdam, Y. Esmaeelzade
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10014437608
Saved in:
2
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
3
A hybrid Monte Carlo and finite difference method for option pricing
Jeong, Darae
;
Yoo, Minhyun
;
Yoo, Changwoo
;
Kim, Junseok
- In:
Computational economics
53
(
2019
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012134544
Saved in:
4
A stable and convergent finite difference method for fractional black-scholes model of American put option pricing
Kalantari, R.
;
Shahmorad, S.
- In:
Computational economics
53
(
2019
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10012134618
Saved in:
5
Finite difference method for the black-scholes equation without boundary conditions
Jeong, Darae
;
Yoo, Minhyun
;
Kim, Junseok
- In:
Computational economics
51
(
2018
)
4
,
pp. 961-972
Persistent link: https://www.econbiz.de/10011972206
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