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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Bibliographic Details

Main Authors:	Md Isa, Nur Alleysa, Leman, Fatin Shakirah, Yahya, Nurhidayah
Format:	Student Project
Language:	en
Published:	2017
Subjects:	Study and teaching Equations Analysis
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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