Q5409165
type: Item
instance of: scholarly article
zbMATH Open document ID: 1287.65057
author: Dong Y. Nyonna
author: Andrew D. Kerr
author: Samuel N. Jator
publication date: 2014-04-14T00:00:00Z
full work available at URL: abstr.html
Mathematics Subject Classification ID: 65L05
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 34A34
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 65M20
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 6283624
zbMATH Keywords: stabilized Adams method
zbMATH Keywords: extended block
zbMATH Keywords: Black-Scholes partial differential equation
zbMATH Keywords: stabilization
zbMATH Keywords: valuation of options
zbMATH Keywords: semi-discretization
zbMATH Keywords: convergence
zbMATH Keywords: numerical example
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 6283624