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Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model - MaRDI portal

Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model (Q2814570)

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English
Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model
scientific article

    Statements

    title
    Two-Grid Decoupled Method for a Black-Scholes Increased Market Volatility Model (English)
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    author
    Miglena N. Koleva
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    Lubin G. Vulkov
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    publication date
    22 June 2016
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M06
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    65N30
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    65N50
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    91G20
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    zbMATH DE Number
    6596480
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    OpenAlex ID
    W1192661236
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