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Search: subject:"Black-Scholes Partial Differential Equation"
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Option pricing theory
6
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Black-Scholes partial differential equation
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Asian options
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Black-Scholes Partial Differential Equation
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Black-Scholes partial differential equation (BS-PDE)
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Black-Scholes' partial differential equation
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European Call Option
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Operator splitting method
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Option pricing
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Akinyemi, M. I.
2
Jator, S. N.
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ECONIS (ZBW)
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Exponentially fitted block backward differentiation formulas for pricing options
Jator, S. N.
;
Sahi, R. K.
;
Akinyemi, M. I.
;
Nyonna, D.
- In:
Cogent Economics & Finance
9
(
2021
)
1
,
pp. 1-18
parameter and step-size is developed and implemented on the
Black-Scholes
partial
differential
equation
(PDE) for the valuation …
Persistent link: https://www.econbiz.de/10014001336
Saved in:
2
Exponentially fitted block backward differentiation formulas for pricing options
Jator, S. N.
;
Sahi, R. K.
;
Akinyemi, M. I.
;
Nyonna, D.
- In:
Cogent economics & finance
9
(
2021
)
1
,
pp. 1-18
parameter and step-size is developed and implemented on the
Black-Scholes
partial
differential
equation
(PDE) for the valuation …
Persistent link: https://www.econbiz.de/10013183775
Saved in:
3
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
4
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
5
Pricing multidimensional financial derivatives with stochastic volatilities using the dimensional-adaptive combination technique
Benk, Janos
;
Pflüger, Dirk
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 75-104
Persistent link: https://www.econbiz.de/10011848349
Saved in:
6
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
Saved in:
7
A practical finite difference method for the three-dimensional Black-Scholes equation
Kim, Junseok
;
Kim, Taekkeun
;
Jo, Jaehyun
;
Choi, Yongho
; …
- In:
European journal of operational research : EJOR
252
(
2016
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10011449164
Saved in:
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