Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457)
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scientific article; zbMATH DE number 2203769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation |
scientific article; zbMATH DE number 2203769 |
Statements
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (English)
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8 September 2005
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viscosity solutions
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financial derivatives
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