A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (Q2256464)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6406211
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A nonstandard finite difference scheme for a nonlinear Black-Scholes equation |
scientific article; zbMATH DE number 6406211 |
Statements
A nonstandard finite difference scheme for a nonlinear Black-Scholes equation (English)
0 references
19 February 2015
0 references
nonlinear option pricing
0 references
Black-Scholes
0 references
nonstandard finite difference
0 references
0.8990488052368164
0 references
0.8614547252655029
0 references
0.8574737906455994
0 references
0.8563814163208008
0 references
