Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (Q3075290): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models |
scientific article |
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Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models (English)
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11 February 2011
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Black-Scholes equation
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dynamical boundary condition
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finite difference
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finite volume
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