A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:58, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A robust and accurate finite difference method for a generalized Black-Scholes equation |
scientific article |
Statements
A robust and accurate finite difference method for a generalized Black-Scholes equation (English)
0 references
14 June 2011
0 references
Black-Scholes equation
0 references
option valuation
0 references
singularity
0 references
central difference scheme
0 references
piecewise uniform mesh
0 references