Optimal non-uniform finite difference grids for the Black-Scholes equations (Q1998418)
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scientific article; zbMATH DE number 7318277
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| English | Optimal non-uniform finite difference grids for the Black-Scholes equations |
scientific article; zbMATH DE number 7318277 |
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Optimal non-uniform finite difference grids for the Black-Scholes equations (English)
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6 March 2021
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Black-Scholes equations
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optimal non-uniform grid
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finite difference method
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equity-linked securities
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0.9511763
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0.9423492
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0.93026984
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0.92708874
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0.92658424
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0.92168784
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0.91150814
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0.91105974
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