On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids (Q848791)
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scientific article; zbMATH DE number 5673996
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| English | On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids |
scientific article; zbMATH DE number 5673996 |
Statements
On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids (English)
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23 February 2010
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finite difference approximation
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difference algorithm
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explicity
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implicity
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consistency
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accuracy
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matrix equations
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0.8342074155807495
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0.8208378553390503
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0.8203209638595581
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0.8133290410041809
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