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Latest revision as of 23:42, 19 March 2024

scientific article; zbMATH DE number 2139789
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English
A novel fitted finite volume method for the Black-Scholes equation governing option pricing
scientific article; zbMATH DE number 2139789

    Statements

    A novel fitted finite volume method for the Black-Scholes equation governing option pricing (English)
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    28 February 2005
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    Black-Scholes equation
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    option pricing
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    fitted finite volume method
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    Petrov-Galerkin method
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    degenerate partial differential equation
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