Funder
National Board for Higher Mathematics, Department of Atomic Energy, India
Subject
Applied Mathematics,Computational Mathematics
Reference37 articles.
1. The pricing of options and corporate liabilities;Black;J. Political Econ.,1973
2. Theory of rational option pricing;Merton;Bell J. Econ.,1973
3. For field boundary conditions for Black-Scholes equations;Kangro;SIAM J. Numer. Anal.,2000
4. Option Pricing: Mathematical Models and Computation;Wilmott,1993
5. Partial Differential Equation of Parabolic Type;Friedman,1983
Cited by
31 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