Abstract
This study deals with well-known Black-Scholes model in a complete financial market. We obtain numerical methods for european and exotic options, for one asset and for two assets models.
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APA
Dura, G., & Moşneagu, A. M. (2010). Numerical approximation of Black-Scholes equation. Analele Stiintifice Ale Universitatii Al I Cuza Din Iasi - Matematica, 56(1), 39–64. https://doi.org/10.2478/v10157-010-0004-x
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