High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation
type: Item
instance of: scholarly article
title: High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation
zbMATH Open document ID: 1070.91024
DOI: 10.1142/S0219024903002183
author: Bertram Düring
author: Michel Fournié
author: Ansgar Jüngel
published in: International Journal of Theoretical and Applied Finance
publication date: 2004-09-07T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M12
zbMATH DE Number: 2097582
zbMATH Keywords: option pricing
zbMATH Keywords: parabolic equations
zbMATH Keywords: transaction costs
MaRDI profile type: Publication
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full work available at URL: s0219024903002183
OpenAlex ID: W3121209513
description: scientific article; zbMATH DE number 2097582