A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (Q5031315)
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scientific article; zbMATH DE number 7476643
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| English | A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation |
scientific article; zbMATH DE number 7476643 |
Statements
A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation (English)
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18 February 2022
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two-dimensional Black-Scholes equation
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explicit-implicit alternating parallel difference methods
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stability
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convergence order
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numerical experiments
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0.90525526
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0.9030566
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0.8964553
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0.8935246
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0.89317435
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0.89178276
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0.88851917
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0.8854469
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