Fast and efficient numerical methods for an extended Black-Scholes model (Q316536): Difference between revisions

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convolutional integral
Property / zbMATH Keywords: convolutional integral / rank
 
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Black-Scholes model
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preconditioner
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stability
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convergence
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Latest revision as of 14:36, 12 July 2024

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Fast and efficient numerical methods for an extended Black-Scholes model
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    Fast and efficient numerical methods for an extended Black-Scholes model (English)
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    27 September 2016
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    convolutional integral
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    Black-Scholes model
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    preconditioner
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    stability
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    convergence
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