A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sixth order numerical method and its convergence for generalized Black-Scholes PDE |
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A sixth order numerical method and its convergence for generalized Black-Scholes PDE (English)
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30 April 2020
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Black-Scholes PDE
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European call option
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sextic B-spline basis
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sixth-order accuracy
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Crank-Nicolson method
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stability analysis
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convergence analysis
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