Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501)
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scientific article; zbMATH DE number 6575430
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| English | Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation |
scientific article; zbMATH DE number 6575430 |
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Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (English)
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29 April 2016
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Black-Scholes-Barenblatt
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fitted finite volume
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strong stability-preserving
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consistency
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0.828838050365448
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0.8226722478866577
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0.8176040649414062
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0.8162939548492432
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