Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition (Q5398457)
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scientific article; zbMATH DE number 6262452
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| English | Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition |
scientific article; zbMATH DE number 6262452 |
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Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition (English)
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28 February 2014
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Black-Scholes
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partial differential equations (PDE)
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linear boundary conditions
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stability
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convergence
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finite difference discretization
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