WENO and blended BDF discretizations for option pricing problems (Q4462367)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2064919
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | WENO and blended BDF discretizations for option pricing problems |
scientific article; zbMATH DE number 2064919 |
Statements
WENO and blended BDF discretizations for option pricing problems (English)
0 references
18 May 2004
0 references
partial differential equations
0 references
Black-Scholes equation
0 references
0.8318880796432495
0 references
0.7733298540115356
0 references
0.7654019594192505
0 references
0.7572075128555298
0 references
0.7493654489517212
0 references
