Numerical schemes for Black-Scholes equation with error dynamics (Q6575484)
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scientific article; zbMATH DE number 7884002
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| English | Numerical schemes for Black-Scholes equation with error dynamics |
scientific article; zbMATH DE number 7884002 |
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Numerical schemes for Black-Scholes equation with error dynamics (English)
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20 July 2024
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Black-Scholes equation
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heat equation
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two- and three-time level finite difference methods
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global spectral analysis method for error dynamics
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stability
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