Technical report: the approximation solution of linear Black-Scholes equation by numerical method / Nur Alleysa Md Isa, Fatin Shakirah Leman and Nurhidayah Yahya
Linear Black Scholes model is a partial differential equation in financial mathematics. This report is discussed about a solution method for the Black Scholes model with too European options call as boundary problem numerically. For numerical approximation, a weighted average method was used to sol...
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| Main Authors: | , , |
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| Format: | Student Project |
| Language: | English |
| Published: |
2017
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/109966/1/109966.pdf https://ir.uitm.edu.my/id/eprint/109966/ |
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