z-logo
open-access-imgOpen Access
A Numerical Discussion for the European Put Option Model
Author(s) -
Seda Gülen
Publication year - 2021
Publication title -
erzincan üniversitesi fen bilimleri enstitüsü dergisi
Language(s) - English
Resource type - Journals
eISSN - 2149-4584
pISSN - 1307-9085
DOI - 10.18185/erzifbed.758426
Subject(s) - discretization , black–scholes model , runge–kutta methods , stability (learning theory) , mathematics , focus (optics) , order (exchange) , numerical analysis , finite difference method , valuation of options , mathematical optimization , computer science , econometrics , economics , mathematical analysis , finance , physics , volatility (finance) , machine learning , optics

The content you want is available to Zendy users.

Already have an account? Click here to sign in.
Having issues? You can contact us here