scientific article; zbMATH DE number 6453652

DOI10.3969/J.ISSN.1006-6330.2014.04.017zbMATH Open1324.91071MaRDI QIDQ5260264

Chuan-Qing Gu, Ying Kang

Publication date: 29 June 2015

Title of this publication is not available (Why is that?)

zbMATH Keywords

Fourier analysisfinite differenceGMRES methodBlack-Scholes equationEuropean call option pricing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Derivative securities (option pricing, hedging, etc.) (91G20) Iterative numerical methods for linear systems (65F10)

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