Convergence of Two Point Flux for Options Pricing
The paper explores numerical solutions for the Black-Scholes Partial Differential Equation in options pricing, using specific approximation methods.
Featured in No. 40 on 13 Mar 2024 · 6 days after release
- Released
- 7 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4751533
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