Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (Q1734182)
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scientific article; zbMATH DE number 7040763
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| English | Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles |
scientific article; zbMATH DE number 7040763 |
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Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (English)
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22 March 2019
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finite difference method
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viscosity solution
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free boundaries
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obstacle problem
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Black-Scholes equation
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0.8778958320617676
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0.8131506443023682
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0.7280492782592773
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