Numerical methods for non-linear Black-Scholes equations (Q3565099)
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scientific article; zbMATH DE number 5713109
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| English | Numerical methods for non-linear Black-Scholes equations |
scientific article; zbMATH DE number 5713109 |
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Numerical Methods for Non-Linear Black–Scholes Equations (English)
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27 May 2010
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non-linear Black-Scholes equation
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BDF methods
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fully implicit
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viscosity solution
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0.844211995601654
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0.8406946659088135
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0.8394157886505127
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0.8389179110527039
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