A highly accurate adaptive finite difference solver for the Black–Scholes equation (Q5850760)
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scientific article; zbMATH DE number 5658704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A highly accurate adaptive finite difference solver for the Black–Scholes equation |
scientific article; zbMATH DE number 5658704 |
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A highly accurate adaptive finite difference solver for the Black–Scholes equation (English)
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15 January 2010
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adaptive method
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option pricing
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high-order approximation
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finite difference method
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accurate
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