A novel fitted finite volume method for the Black-Scholes equation governing option pricing (Q4653112)
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scientific article; zbMATH DE number 2139789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel fitted finite volume method for the Black-Scholes equation governing option pricing |
scientific article; zbMATH DE number 2139789 |
Statements
A novel fitted finite volume method for the Black-Scholes equation governing option pricing (English)
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28 February 2005
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Black-Scholes equation
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option pricing
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fitted finite volume method
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Petrov-Galerkin method
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degenerate partial differential equation
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