"Optimal non-uniform finite difference grids for the Black-Scholes equations."

Jisang Lyu et al. (2021)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2020.12.002

access: closed

type: Journal Article

metadata version: 2022-08-16

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/LyuPKLLYPK21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/LyuPKLLYPK21
Jisang Lyu, Eunchae Park, Sangkwon Kim, Wonjin Lee, Chaeyoung Lee, Sungha Yoon, Jintae Park, Junseok Kim:
Optimal non-uniform finite difference grids for the Black-Scholes equations. Math. Comput. Simul. 182: 690-704 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.