Efficient implicit scheme with positivity preserving and smoothing properties (Q1936182)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Efficient implicit scheme with positivity preserving and smoothing properties |
scientific article; zbMATH DE number 6138086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient implicit scheme with positivity preserving and smoothing properties |
scientific article; zbMATH DE number 6138086 |
Statements
Efficient implicit scheme with positivity preserving and smoothing properties (English)
0 references
21 February 2013
0 references
Black-Scholes equation
0 references
finite difference schemes
0 references
fully implicit scheme
0 references
\(M\)-matrix
0 references
non-smooth initial conditions
0 references
positivity-preserving
0 references
