Q3000764 (Q3000764): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
30 May 2011
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Black-Scholes equation
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finite difference schemes
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Jacobi matrix
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M-matrix
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nonsmooth initial conditions
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positivity-preserving
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option pricing
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Crank-Nicolson scheme
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