scientific article; zbMATH DE number 2156839

zbMath1100.91039MaRDI QIDQ4669424

M. M. Chawla

Publication date: 15 April 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

unconditional stabilityBlack-Scholes equationtime integration schemesportfolios of optionstrapezoidal formula schememodified nonlinear model

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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