Fast computational approach to the Delta Greek of non-linear Black-Scholes equations

Miglena N. Koleva, Lubin G. Vulkov. Fast computational approach to the Delta Greek of non-linear Black-Scholes equations. J. Computational Applied Mathematics, 340:508-522, 2018. [doi]

Authors

Miglena N. Koleva

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Lubin G. Vulkov

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