Review of several numerical approaches to sensitivity measurement of the Black-Scholes option prices
Date
2019
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
University of South Bohemia in České Budějovice
Abstract
Description
Subject(s)
option pricing, Black-Scholes equation, finite differences, discontinuous Galerkin method, wavelet method
Citation
Item identifier
ISSN
ISBN
978-80-7394-760-6