The impact of a natural time change on the convergence of the Crank-Nicolson scheme (Q5495667): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1985543218 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1210.5487 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 03:32, 20 April 2024
scientific article; zbMATH DE number 6325552
Language | Label | Description | Also known as |
---|---|---|---|
English | The impact of a natural time change on the convergence of the Crank-Nicolson scheme |
scientific article; zbMATH DE number 6325552 |
Statements
The impact of a natural time change on the convergence of the Crank-Nicolson scheme (English)
0 references
6 August 2014
0 references
heat equation
0 references
Crank-Nicolson scheme
0 references
convergence
0 references
Black-Scholes
0 references
European option
0 references
American option
0 references
asymptotics
0 references
time change
0 references
numerical result
0 references