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Positivity Preserving Numerical Method for Non-linear Black-Scholes Models - MaRDI portal

Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (Q2859171)

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Positivity Preserving Numerical Method for Non-linear Black-Scholes Models
scientific article

    Statements

    title
    Positivity Preserving Numerical Method for Non-linear Black-Scholes Models (English)
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    author
    Miglena N. Koleva
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    publication date
    6 November 2013
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65M06
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    65M12
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    91G20
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    zbMATH DE Number
    6223301
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    OpenAlex ID
    W46126336
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