A nonstandard finite difference scheme for a nonlinear Black-Scholes equation
type: Item
instance of: scholarly article
title: A nonstandard finite difference scheme for a nonlinear Black-Scholes equation
zbMATH Open document ID: 1305.91238
author: Abraham J. Arenas
author: Gilberto González-Parra
author: Blas Melendez Caraballo
published in: Mathematical and Computer Modelling
publication date: 2015-02-19T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 35K55
zbMATH DE Number: 6406211
zbMATH Keywords: nonlinear option pricing
zbMATH Keywords: Black-Scholes
zbMATH Keywords: nonstandard finite difference
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.11.009
OpenAlex ID: W2037087448
Wikidata QID: Q57572545
DOI: 10.1016/J.MCM.2011.11.009
description: scientific article