High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335)
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scientific article; zbMATH DE number 2097582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation |
scientific article; zbMATH DE number 2097582 |
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High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (English)
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7 September 2004
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option pricing
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parabolic equations
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transaction costs
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