AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION (Q2877812)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION |
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AN ADAPTIVE FINITE DIFFERENCE METHOD USING FAR-FIELD BOUNDARY CONDITIONS FOR THE BLACK-SCHOLES EQUATION (English)
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25 August 2014
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Black-Scholes equation
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finite difference method
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far-field boundary conditions
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adaptive grid
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Péclet condition
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