학술논문
Numerical schemes for Black-Scholes equation with error dynamics.
Document Type
Journal
Author
Shah, Tejal B. (6-BAROT-AM) AMS Author Profile; Sharma, Jaita (6-BAROT-AM) AMS Author Profile
Source
Subject
35 Partial differential equations -- 35K Parabolic equations and systems
35K57Reaction-diffusion equations
35Partial differential equations -- 35Q Equations of mathematical physics and other areas of application
35Q91PDEs in connection with game theory, economics, social and behavioral sciences
91Game theory, economics, social and behavioral sciences -- 91A Game theory
91A60Probabilistic games; gambling
35K57
35
35Q91
91
91A60
Language
English