Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663)
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scientific article; zbMATH DE number 7408382
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| English | Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models |
scientific article; zbMATH DE number 7408382 |
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Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (English)
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11 October 2021
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Black-Scholes models
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finite element method
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semi-implicit approximation
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alternating direction method
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0.94329333
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0.9030566
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0.89662755
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0.89507854
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0.8936721
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0.8928236
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0.88963294
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0.8869919
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0.88692003
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