Multiple Shooting Method for Solving Black–Scholes Equation

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Computational Economics 2019 / 11

Multiple Shooting Method for Solving Black–Scholes Equation

Abdi-Mazraeh, Somayeh, Khani, Ali, Irandoust-Pakchin, Safar
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Language:
english
Journal:
Computational Economics
DOI:
10.1007/s10614-019-09940-9
Date:
November, 2019
File:
PDF, 570 KB
english, 2019
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