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"Exact and numerical solution of Black-Scholes matrix equation."

J. C. Cortés et al. (2005)

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DOI: 10.1016/J.AMC.2003.11.018

access: closed

type: Journal Article

metadata version: 2024-05-07

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J. C. Cortés, Lucas Jódar, R. Sala, P. Sevilla-Peris:
Exact and numerical solution of Black-Scholes matrix equation. Appl. Math. Comput. 160(3): 607-613 (2005)

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