Login / Signup
A high-order compact method for nonlinear Black-Scholes option pricing equations of American options.
Ekaterina Dremkova
Matthias Ehrhardt
Published in:
Int. J. Comput. Math. (2011)
Keyphrases
</>
high order
option pricing
black scholes
black scholes model
pairwise
higher order
similarity measure
numerical methods
sensitivity analysis
capital budgeting
computational complexity
markov random field
text categorization