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"A new direct method for solving the Black-Scholes equation."

Lucas Jódar et al. (2005)

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DOI: 10.1016/J.AML.2002.12.016

access: closed

type: Journal Article

metadata version: 2024-05-07

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  - https://dblp.org/rec/journals/appml/JodarSCS05
Lucas Jódar, P. Sevilla-Peris, J. C. Cortés, R. Sala:
A new direct method for solving the Black-Scholes equation. Appl. Math. Lett. 18(1): 29-32 (2005)

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