2 resultados para Moto browniano lemma di Ito modello di Black-Scholes-Merton

em Bulgarian Digital Mathematics Library at IMI-BAS

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

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2000 Mathematics Subject Classification: 65M06, 65M12.

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Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

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2000 Mathematics Subject Classification: 65M06, 65M12.

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