Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation (Q2271410)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation |
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Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation (English)
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7 August 2009
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Black-Scholes partial differential equation
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semi-discretization
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finite difference schemes
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non-uniform grids
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stability
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contractivity
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