Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation |
scientific article |
Statements
Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (English)
0 references
29 April 2016
0 references
Black-Scholes-Barenblatt
0 references
fitted finite volume
0 references
strong stability-preserving
0 references
consistency
0 references
0 references
0 references
0 references
0 references