TITLE

Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations

AUTHOR(S)
Ďuriš, Karol; Tan, Shih-Hau; Lai, Choi-Hong; Ševčovič, Daniel
PUB. DATE
January 2016
SOURCE
Computational Methods in Applied Mathematics;Jan2016, Vol. 16 Issue 1, p35
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
No abstract available.
ACCESSION #
112190978

 

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