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Property / full work available at URL: https://doi.org/10.1016/j.cam.2011.01.018 / rank
 
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Latest revision as of 04:31, 4 July 2024

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A robust and accurate finite difference method for a generalized Black-Scholes equation
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    A robust and accurate finite difference method for a generalized Black-Scholes equation (English)
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    14 June 2011
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    Black-Scholes equation
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    option valuation
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    singularity
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    central difference scheme
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    piecewise uniform mesh
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