A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation
In this paper, we evaluate and discuss different numerical methods to solve the Black–Scholes equation, including the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi>θ</mi></semantics></math></inline-formula>-method, the mixed method, the Richardson m...
Gardado en:
| Principais autores: | , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
MDPI AG
2022-05-01
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| Series: | Mathematics |
| Assuntos: | |
| Acceso en liña: | https://www.mdpi.com/2227-7390/10/11/1846 |
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