On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids
type: Item
instance of: scholarly article
title: On the consistency of finite difference approximations of the Black-Scholes equation on nonuniform grids
zbMATH Open document ID: 1182.91193
author: Myles D. Baker
author: Daniel D. Sheng
published in: Involve
publication date: 2010-02-23T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65N06
Mathematics Subject Classification ID: 65N15
Mathematics Subject Classification ID: 65N50
zbMATH DE Number: 5673996
zbMATH Keywords: finite difference approximation
zbMATH Keywords: difference algorithm
zbMATH Keywords: explicity
zbMATH Keywords: implicity
zbMATH Keywords: consistency
zbMATH Keywords: accuracy
zbMATH Keywords: matrix equations
describes a project that uses: Matlab
MaRDI profile type: Publication
full work available at URL: involve.2009.2.479
OpenAlex ID: W1965910492
DOI: 10.2140/INVOLVE.2009.2.479
description: scientific article; zbMATH DE number 5673996