A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:30, 5 March 2024
scientific article; zbMATH DE number 7476643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation |
scientific article; zbMATH DE number 7476643 |
Statements
A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (English)
0 references
18 February 2022
0 references
two-dimensional Black-Scholes equation
0 references
explicit-implicit alternating parallel difference methods
0 references
stability
0 references
convergence order
0 references
numerical experiments
0 references
