Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532)
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scientific article; zbMATH DE number 6552956
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| English | Lattice Boltzmann methods for solving partial differential equations of exotic option pricing |
scientific article; zbMATH DE number 6552956 |
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Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (English)
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9 March 2016
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exotic option pricing
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lattice Boltzmann method
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Chapman-Enskog multi-scale expansion
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stability
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computational complexity
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0.8584829568862915
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0.7681151628494263
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0.7564730048179626
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0.7517922520637512
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0.7393216490745544
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