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Qualitatively Stable Schemes for the Black–Scholes Equation
by
Mehdizadeh Khalsaraei, Mohammad
,
Shokri, Ali
,
Wang, Yuanheng
,
Bazm, Sohrab
,
Navidifar, Giti
,
Khakzad, Pari
Published in
Fractal and fractional
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Fractal And Fractional
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Approximation
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Black-Scholes Equation
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Black–Scholes Equation
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Boundary Conditions
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Derivatives
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Finite Difference Method
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Laplace Transform
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Laplace Transforms
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Mathematics
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Mathematics, Interdisciplinary Applications
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Nonstandard Finite Difference Method
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Ordinary Differential Equations
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Partial Differential Equations
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Physical Sciences
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Positivity Preserving
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Put & Call Options
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