Numerical solution of generalized Black-Scholes model (Q2423065)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of generalized Black-Scholes model |
scientific article |
Statements
Numerical solution of generalized Black-Scholes model (English)
0 references
21 June 2019
0 references
degenerate parabolic partial differential equation
0 references
generalized Black-Scholes model
0 references
HODIE (high-order difference approximation with identity expansions) scheme
0 references
two-step backward differentiation formula
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
