Numerical solution of a nonlocal and nonlinear Black-Scholes model by means of discrete mollification (Q4683124)
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scientific article; zbMATH DE number 6939335
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| English | Numerical solution of a nonlocal and nonlinear Black-Scholes model by means of discrete mollification |
scientific article; zbMATH DE number 6939335 |
Statements
19 September 2018
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non-local Black-Scholes equation
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finite differences
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discrete mollification
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0.9593145251274108
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0.8378095626831055
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0.819762110710144
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0.8194896578788757
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0.8119827508926392
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