Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function (Q3385959)
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scientific article; zbMATH DE number 7295451
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| English | Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function |
scientific article; zbMATH DE number 7295451 |
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Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function (English)
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14 January 2021
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fully nonlinear equation
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multigrid method
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Black-Scholes equation
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finite difference method
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