Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/13504860903075670 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2094835159 / rank | |||
Normal rank | |||
Revision as of 21:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Methods for Non-Linear Black–Scholes Equations |
scientific article |
Statements
Numerical Methods for Non-Linear Black–Scholes Equations (English)
0 references
27 May 2010
0 references
non-linear Black-Scholes equation
0 references
BDF methods
0 references
fully implicit
0 references
viscosity solution
0 references
