Fast and efficient numerical methods for an extended Black-Scholes model (Q316536)
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scientific article; zbMATH DE number 6630046
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| English | Fast and efficient numerical methods for an extended Black-Scholes model |
scientific article; zbMATH DE number 6630046 |
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Fast and efficient numerical methods for an extended Black-Scholes model (English)
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27 September 2016
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convolutional integral
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Black-Scholes model
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preconditioner
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stability
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convergence
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0.8162673711776733
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0.8027582764625549
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0.8010091781616211
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0.7945624589920044
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