Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (Q503351): Difference between revisions

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Latest revision as of 06:36, 13 July 2024

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Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model
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    Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model (English)
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    12 January 2017
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    option pricing
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    high-order compact difference scheme
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    convergence
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    Richardson extrapolation
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