참고문헌
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피인용 문헌
- Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations vol.2015, 2015, https://doi.org/10.1155/2015/359028
- AN ADAPTIVE MULTIGRID TECHNIQUE FOR OPTION PRICING UNDER THE BLACK-SCHOLES MODEL vol.17, pp.4, 2013, https://doi.org/10.12941/jksiam.2013.17.295
- A practical finite difference method for the three-dimensional Black–Scholes equation vol.252, pp.1, 2016, https://doi.org/10.1016/j.ejor.2015.12.012
- Accurate and Efficient Computations of the Greeks for Options Near Expiry Using the Black-Scholes Equations vol.2016, 2016, https://doi.org/10.1155/2016/1586786
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: Applications in finance vol.463, 2016, https://doi.org/10.1016/j.physa.2016.07.016
- ACCURATE AND EFFICIENT COMPUTATIONS FOR THE GREEKS OF EUROPEAN MULTI-ASSET OPTIONS vol.18, pp.1, 2014, https://doi.org/10.12941/jksiam.2014.18.061
- PATH AVERAGED OPTION VALUE CRITERIA FOR SELECTING BETTER OPTIONS vol.20, pp.2, 2016, https://doi.org/10.12941/jksiam.2016.20.163
- On the multidimensional Black–Scholes partial differential equation pp.1572-9338, 2018, https://doi.org/10.1007/s10479-018-3001-1