{"title":"三资产Black-Scholes期权定价模型的高效混合方法数值求解","authors":"Razieh Delpasand, M. Hosseini","doi":"10.1142/s1793962323500356","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":13657,"journal":{"name":"Int. J. Model. Simul. Sci. Comput.","volume":"5 1","pages":"2350035:1-2350035:17"},"PeriodicalIF":0.0000,"publicationDate":"2022-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Numerical solution of the three-asset Black-Scholes option pricing model using an efficient hybrid method\",\"authors\":\"Razieh Delpasand, M. Hosseini\",\"doi\":\"10.1142/s1793962323500356\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":13657,\"journal\":{\"name\":\"Int. J. Model. Simul. Sci. Comput.\",\"volume\":\"5 1\",\"pages\":\"2350035:1-2350035:17\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-09-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Int. J. Model. Simul. Sci. Comput.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1142/s1793962323500356\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Int. J. Model. Simul. Sci. Comput.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/s1793962323500356","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}