scientific article; zbMATH DE number 6453652

DOI10.3969/J.ISSN.1006-6330.2014.04.017zbMATH Open1324.91071MaRDI QIDQ5260264FDOQ5260264

Authors: Chuanqing Gu, Ying Kang 

Publication date: 29 June 2015

Title of this publication is not available (Why is that?)

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zbMATH Keywords

finite differenceFourier analysisBlack-Scholes equationGMRES methodEuropean call option pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Iterative numerical methods for linear systems (65F10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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