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Algebraic resolution of equations of the Black-Scholes type with arbitrary time-dependent parameters.

K. M. TamizhmaniK. KrishnakumarPeter G. L. Leach
Published in: Appl. Math. Comput. (2014)
Keyphrases
  • black scholes
  • numerical methods
  • difference equations
  • option pricing
  • neural network
  • pattern recognition
  • sensitivity analysis
  • differential equations
  • fuzzy numbers