High accurate modified WENO method for the solution of Black-Scholes equation (Q2342892)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High accurate modified WENO method for the solution of Black-Scholes equation |
scientific article |
Statements
High accurate modified WENO method for the solution of Black-Scholes equation (English)
0 references
29 April 2015
0 references
Black-Scholes equation
0 references
modified WENO method
0 references
grid stretching
0 references
high-order method
0 references
