On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (Q6090285)
From MaRDI portal
scientific article; zbMATH DE number 7764807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE |
scientific article; zbMATH DE number 7764807 |
Statements
On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE (English)
0 references
14 November 2023
0 references
high-dimensional Black-Scholes
0 references
quartically convergent
0 references
stability
0 references
discretization
0 references
payoff
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
