scientific article; zbMATH DE number 6283624
zbMath1287.65057MaRDI QIDQ5409165
Dong Y. Nyonna, Andrew D. Kerr, Samuel N. Jator
Publication date: 14 April 2014
Full work available at URL: http://www.emis.de/journals/EJDE/conf-proc/20/j1/abstr.html
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convergencenumerical examplestabilizationsemi-discretizationBlack-Scholes partial differential equationvaluation of optionsextended blockstabilized Adams method
Numerical methods (including Monte Carlo methods) (91G60) Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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