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Finite Difference Method for the Black–Scholes Equation Without Boundary Conditions

Crossref DOI link: https://doi.org/10.1007/s10614-017-9653-0

Published Online: 2017-01-25

Published Print: 2018-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Jeong, Darae

Yoo, Minhyun

Kim, Junseok
Funding

Funding for this research was provided by:

Korea Institute for Advanced Study (KIAS)

Korea Institute for Advanced Study (KIAS)

National Institute of Mathematics Sciences (project Research for Applications of Mathematical Principles (No C21501))
License Information

License valid from 2017-01-25