A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation

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Publication:5031315

DOI10.1080/00207160.2020.1804554zbMath1480.91321OpenAlexW3047319546WikidataQ113280332 ScholiaQ113280332MaRDI QIDQ5031315

Shu-Zhen Sun, Ruifang Yan, Xiao-zhong Yang

Publication date: 18 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2020.1804554





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