High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:23, 8 February 2024
scientific article; zbMATH DE number 2097582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation |
scientific article; zbMATH DE number 2097582 |
Statements
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (English)
0 references
7 September 2004
0 references
option pricing
0 references
parabolic equations
0 references
transaction costs
0 references
