Fast and efficient numerical methods for an extended Black-Scholes model (Q316536): Difference between revisions
From MaRDI portal
Latest revision as of 14:36, 12 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast and efficient numerical methods for an extended Black-Scholes model |
scientific article |
Statements
Fast and efficient numerical methods for an extended Black-Scholes model (English)
0 references
27 September 2016
0 references
convolutional integral
0 references
Black-Scholes model
0 references
preconditioner
0 references
stability
0 references
convergence
0 references
0 references
0 references