Novel numerical techniques for the finite moment log stable computational model for European call option (Q6088406)
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scientific article; zbMATH DE number 7777659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Novel numerical techniques for the finite moment log stable computational model for European call option |
scientific article; zbMATH DE number 7777659 |
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Novel numerical techniques for the finite moment log stable computational model for European call option (English)
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14 December 2023
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Bi-CGSTAB
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extrapolation technique
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FBi-CGSTAB
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finite difference method
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FMLS model
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stability and convergence
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