A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945): Difference between revisions
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Revision as of 06:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option |
scientific article |
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A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (English)
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26 July 2019
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Black-Scholes equation
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European call option
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compact finite difference method
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convergence analysis
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Crank-Nicolson method
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stability analysis
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