Open AccessNumerical Schemes and Monte Carlo Method for Black and Scholes Partial Differential Equation: A Comparative Note
Author(s) -
Sharif Mozumder,
ABM Shahadat Hossain,
Sadia Tasnim,
Md Arafatur Rahman
Publication year - 2015
Publication title -
universal journal of computational mathematics
Language(s) - English
Resource type - Journals
eISSN - 2332-3043
pISSN - 2332-3035
DOI - 10.13189/ujcmj.2015.030402
Subject(s) - partial differential equation , monte carlo method , mathematics , black–scholes model , computer science , mathematical analysis , econometrics , statistics , volatility (finance)
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