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Numerical solution of the three-asset Black-Scholes option pricing model using an efficient hybrid method.
Razieh Delpasand
Mohammad Mehdi Hosseini
Published in:
Int. J. Model. Simul. Sci. Comput. (2023)
Keyphrases
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hybrid method
option pricing
numerical solution
black scholes
objective function
high order
decision making
multiscale
sensitivity analysis
partial differential equations
differential equations
capital budgeting