An efficient and accurate adaptive time-stepping method for the Black-Scholes equations (Q6647983)
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scientific article; zbMATH DE number 7953554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient and accurate adaptive time-stepping method for the Black-Scholes equations |
scientific article; zbMATH DE number 7953554 |
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An efficient and accurate adaptive time-stepping method for the Black-Scholes equations (English)
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3 December 2024
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adaptive time-stepping
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discrete Laplacian
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Black-Scholes equation
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