Work

A New High-Order Compact Finite Difference Scheme for Solving Black-Scholes Equation

Year: 2013

Type: conference-paper

Source: Springer eBooks

Parent work: Proceedings of 20th International Conference on Industrial Engineering and Engineering Management

DOI: 10.1007/978-3-642-40063-6_99

Authors: Lu-feng Yang, Xu-lin Hu

Institution: North Minzu University

Language: English

Topic: Singular Perturbation, Asymptotics and Difference Schemes

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W243449252

FWCI:

Cites: 17

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Related to: 10