Numerical solution of the non-local Black-Scholes model by means of discrete mollification (Q2799714)
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scientific article; zbMATH DE number 6568504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of the non-local Black-Scholes model by means of discrete mollification |
scientific article; zbMATH DE number 6568504 |
Statements
13 April 2016
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finite differences
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discrete mollification
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numerical example
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non-local Black-Scholes equation
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stability
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Numerical solution of the non-local Black-Scholes model by means of discrete mollification (English)
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