A family of positive nonstandard numerical methods with application to Black-Scholes equation (Q4647038)
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scientific article; zbMATH DE number 6997456
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| English | A family of positive nonstandard numerical methods with application to Black-Scholes equation |
scientific article; zbMATH DE number 6997456 |
Statements
4 January 2019
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Black-Scholes equation
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option pricing
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finite difference scheme
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positivity-preserving
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0.8880450129508972
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0.8719456791877747
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0.8614547252655029
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0.8556894659996033
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