A novel fitted finite volume method for the Black-Scholes equation governing option pricing (Q4653112): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 17:46, 5 March 2024
scientific article; zbMATH DE number 2139789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel fitted finite volume method for the Black-Scholes equation governing option pricing |
scientific article; zbMATH DE number 2139789 |
Statements
A novel fitted finite volume method for the Black-Scholes equation governing option pricing (English)
0 references
28 February 2005
0 references
Black-Scholes equation
0 references
option pricing
0 references
fitted finite volume method
0 references
Petrov-Galerkin method
0 references
degenerate partial differential equation
0 references
