Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (Q5156663)
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scientific article; zbMATH DE number 7408382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models |
scientific article; zbMATH DE number 7408382 |
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Alternating Direction Implicit Finite Element Method for Multi-Dimensional Black-Scholes Models (English)
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11 October 2021
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Black-Scholes models
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finite element method
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semi-implicit approximation
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alternating direction method
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