High accurate modified WENO method for the solution of Black–Scholes equation
Work
Year: 2014
Type: article
Authors Mojtaba Hajipour, Alaeddin Malek
Institution Tarbiat Modares University
Cites: 32
Cited by: 10
Related to: 10
FWCI: 0.533
Citation percentile (by year/subfield): 72.53
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Open Access status: closed