Novel numerical techniques for the finite moment log stable computational model for European call option

DOI10.1002/num.22490OpenAlexW3035802073MaRDI QIDQ6088406

Xingyu An, V. V. Anh, Fawang Liu, Shanzhen Chen

Publication date: 14 December 2023

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/213825/1/99569888.pdf

zbMATH Keywords

finite difference methodstability and convergenceextrapolation techniqueBi-CGSTABFMLS modelFBi-CGSTAB

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX)

Cites Work

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