%0 Journal Article
%T Numerical Approximation of Black-Scholes Equation
%A Gina Dura
%A Ana-Maria Mo neagu
%J Annals of the Alexandru Ioan Cuza University - Mathematics
%D 2010
%I 
%R 10.2478/v10157-010-0004-x
%X This study deals with well-known Black-Scholes model in a complete financial market. We obtain numerical methods for european and exotic options, for one asset and for two assets models.
%K Black-Scholes equation
%K European call/put option
%K payoff
%K finite-differences method
%U http://versita.metapress.com/content/2l32p12605252016/?p=ce4187d94ebe44b1baabc13378ad7656&pi=7