Open AccessSolution of the Black-Scholes Equation by Finite Difference Schemes
Author(s) -
Ganga Ram D C,
Kedar Nath Uprety,
Harihar Khanal
Publication year - 2022
Publication title -
journal of advanced college of engineering and management
Language(s) - English
Resource type - Journals
ISSN - 2392-4853
DOI - 10.3126/jacem.v7i01.47330
Subject(s) - black–scholes model , crank–nicolson method , mathematics , call option , finite difference method , finite difference , valuation of options , value (mathematics) , mathematical optimization , mathematical analysis , econometrics , statistics , volatility (finance)
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