High-order compact scheme for solving nonlinear Black–Scholes equation with transaction cost
From MaRDI portal
Publication:3636736
DOI10.1080/00207160802609829zbMath1163.91411MaRDI QIDQ3636736
Wenyuan Liao, Abdul Q. M. Khaliq
Publication date: 29 June 2009
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160802609829
DB lookup for MSC labels failed