Qualitatively Stable Schemes for the Black–Scholes Equation
In this paper, the Black–Scholes equation is solved using a new technique. This scheme is derived by combining the Laplace transform method and the nonstandard finite difference (NSFD) strategy. The qualitative properties of the method are discussed, and it is shown that the new method is positive,...
I tiakina i:
| Ngā kaituhi matua: | , , , , , |
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| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
MDPI AG
2023-02-01
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| Rangatū: | Fractal and Fractional |
| Ngā marau: | |
| Urunga tuihono: | https://www.mdpi.com/2504-3110/7/2/154 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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