Exact and numerical solution of Black-Scholes matrix equation

J. C. Cortés, Lucas Jódar, R. Sala, P. Sevilla-Peris. Exact and numerical solution of Black-Scholes matrix equation. Applied Mathematics and Computation, 160(3):607-613, 2005. [doi]

Authors

J. C. Cortés

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Lucas Jódar

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R. Sala

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P. Sevilla-Peris

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