An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (Q2877812)
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scientific article; zbMATH DE number 6334179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation |
scientific article; zbMATH DE number 6334179 |
Statements
25 August 2014
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Black-Scholes equation
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finite difference method
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far-field boundary conditions
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adaptive grid
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Péclet condition
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0.94559145
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0.92338055
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0.91118324
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0.9073391
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0.8987116
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0.8957535
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An adaptive finite difference method using far-field boundary conditions for the Black-Scholes equation (English)
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