A class of explicit–implicit alternating parallel difference methods for the two-dimensional Black–Scholes equation
Work
Year: 2020
Type: article
Authors Ruifang Yan, Xiaozhong Yang, Shu-Zhen Sun
Institutions Wuhan University, North China Electric Power University
Cites: 16
Cited by: 2
Related to: 10
FWCI: 0.472
Citation percentile (by year/subfield): 51
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed