Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (Q2874174): Difference between revisions

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Latest revision as of 06:40, 7 July 2024

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Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes
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    Positive numerical solution for a nonarbitrage liquidity model using nonstandard finite difference schemes (English)
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    29 January 2014
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    no-arbitrage liquidity model
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    Black-Scholes model
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    nonstandard finite difference methods
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    numerical solution
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