|
Numerical Approximation of Black-Scholes EquationDOI: 10.2478/v10157-010-0004-x Keywords: Black-Scholes equation, European call/put option, payoff, finite-differences method Abstract: 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.
|