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Revision as of 17:14, 1 March 2024
scientific article; zbMATH DE number 7525547
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English | SOLVING GENERALIZED LINEAR MODEL OF BLACK-SCHOLES WITH CLASSICAL FINITE VOLUME METHOD |
scientific article; zbMATH DE number 7525547 |
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SOLVING GENERALIZED LINEAR MODEL OF BLACK-SCHOLES WITH CLASSICAL FINITE VOLUME METHOD (English)
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12 May 2022
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Black-Scholes equation
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European option
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premium
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strike price
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maturity
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classical finite volume method
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numerical flux
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diffusion term
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source term
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