No label defined (Q3000773)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
30 May 2011
0 references
numerical diffusion
0 references
spurious oscillations
0 references
Black-Scholes equation
0 references
low volatility options
0 references
finite difference schemes
0 references
non-smooth initial conditions
0 references
option pricing
0 references
exponential fitting
0 references
Milev-Tagliani method
0 references
Crank-Nicolson method
0 references
discounted payoff options
0 references
