A comparison study of ADI and operator splitting methods on option pricing models (Q1946200): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:03, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison study of ADI and operator splitting methods on option pricing models |
scientific article |
Statements
A comparison study of ADI and operator splitting methods on option pricing models (English)
0 references
18 April 2013
0 references
Black-Scholes equation
0 references
finite difference method
0 references
option pricing
0 references
comparison study
0 references
alternating direction implicit method
0 references
operator splitting method
0 references
