High order method for Black-Scholes PDE (Q1732487): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High order method for Black-Scholes PDE |
scientific article |
Statements
High order method for Black-Scholes PDE (English)
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25 March 2019
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option pricing
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Black-Scholes formula
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compact difference scheme
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backward differentiation formula
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grid refinement method
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