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Alternating Segment C-N Algorithm for Black-Scholes Equation with Dividend Paying
Author(s) -
立飞 吴
Publication year - 2013
Publication title -
ying yong shu xue jin zhan
Language(s) - English
Resource type - Journals
eISSN - 2324-7991
pISSN - 2324-8009
DOI - 10.12677/aam.2013.24020
Subject(s) - black–scholes model , dividend , mathematics , algorithm , financial economics , computer science , economics , econometrics , finance , volatility (finance)