Richardson extrapolation technique for generalized Black-Scholes PDEs for European options (Q6172880)
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scientific article; zbMATH DE number 7714796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Richardson extrapolation technique for generalized Black-Scholes PDEs for European options |
scientific article; zbMATH DE number 7714796 |
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Richardson extrapolation technique for generalized Black-Scholes PDEs for European options (English)
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20 July 2023
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option pricing
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European call
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generalized Black-Scholes equation
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finite difference schemes
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Richardson extrapolation technique
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finite domain
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