Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351): Difference between revisions
From MaRDI portal
Latest revision as of 06:36, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model |
scientific article |
Statements
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (English)
0 references
12 January 2017
0 references
option pricing
0 references
high-order compact difference scheme
0 references
convergence
0 references
Richardson extrapolation
0 references
0 references
0 references
0 references
0 references
0 references
0 references