scientific article; zbMATH DE number 6939335

zbMath1397.65136MaRDI QIDQ4683124

Harold Deivi Contreras, Carlos D. Acosta, Lorena Aguirre

Publication date: 19 September 2018

Full work available at URL: http://www.scielo.org.co/pdf/rcm/v51n2/0034-7426-rcm-51-02-00195.pdf

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

zbMATH Keywords

finite differencesdiscrete mollificationnon-local Black-Scholes equation

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Integro-partial differential equations (35R09)

This page was built for publication: