A Method of Reducing Dimension of Space Variables in Multi-Dimensional Black-Scholes Equations-Reference-Cited by-同舟云学术

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A Method of Reducing Dimension of Space Variables in Multi-Dimensional Black-Scholes Equations

Published:2005 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

O. Hyong-Chol,Wan Ning,Ro Yong-hua

Publisher

Elsevier BV

Reference5 articles.

1. On the Use of Numeraires in Option Pricing;S Benninga;The Journal of Derivatives,2002

2. Foreign currency option values;M Garman;Journal of international money and Finance,1983

3. English translation: Jiang, Li-shang, Mathematical modeling and methods of option pricing;Li-Shang Jiang;Chinese),2003

4. The Use of Numeraires in Multi-Dimensional Black-Scholes Partial Differential Equations

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the multidimensional Black–Scholes partial differential equation;Annals of Operations Research;2018-08-11

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