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A Mean Convection Finite Difference Method for Solving Black Scholes Model for Option Pricing.

An Ning
Published in: CoRR (2023)
Keyphrases
  • option pricing
  • black scholes model
  • finite difference method
  • decision analysis
  • stock price
  • black scholes
  • real option
  • graphical models
  • finite element model
  • long term
  • dynamic programming
  • life cycle
  • multi criteria