A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M06
@@ Property / Mathematics Subject Classification ID: 65M06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M12
@@ Property / Mathematics Subject Classification ID: 65M12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M50
@@ Property / Mathematics Subject Classification ID: 65M50 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5907701
@@ Property / zbMATH DE Number: 5907701 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Black-Scholes equation
@@ Property / zbMATH Keywords: Black-Scholes equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+option valuation
@@ Property / zbMATH Keywords: option valuation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+singularity
@@ Property / zbMATH Keywords: singularity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+central difference scheme
@@ Property / zbMATH Keywords: central difference scheme / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+piecewise uniform mesh
@@ Property / zbMATH Keywords: piecewise uniform mesh / rank @@
+Normal rank

Revision as of 12:00, 1 July 2023