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Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options.

Rui M. P. AlmeidaTeófilo D. ChihalucaJosé C. M. Duque
Published in: J. Comput. Appl. Math. (2022)
Keyphrases
  • option pricing
  • black scholes
  • nonlinear equations
  • stock price
  • numerical methods
  • decision analysis
  • black scholes model
  • real option
  • differential equations
  • decision making
  • multi criteria