A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients (Q2444255)
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scientific article; zbMATH DE number 6281839
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| English | A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients |
scientific article; zbMATH DE number 6281839 |
Statements
A nonstandard finite difference scheme for convection-diffusion equations having constant coefficients (English)
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9 April 2014
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convection-diffusion equation
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positivity
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nonstandard finite difference method
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subequation method
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option pricing
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air pollution
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numerical examples
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Black-Scholes equation
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0.8335084915161133
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0.8169713020324707
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0.8077146410942078
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0.7954764366149902
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