A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200): Difference between revisions

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Latest revision as of 03:31, 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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    Identifiers

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