Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909)
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scientific article; zbMATH DE number 7415967
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| English | Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options |
scientific article; zbMATH DE number 7415967 |
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Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (English)
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28 October 2021
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Delta equation
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finite element method
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Crank-Nicolson
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Lagrange polynomials
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convergence
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0.853150486946106
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0.8459266424179077
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0.8374935388565063
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0.8367903232574463
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