A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation

  1. Khalsaraei, M.M.
  2. Shokri, A.
  3. Ramos, H.
  4. Mohammadnia, Z.
  5. Khakzad, P.
Journal:
Mathematics

ISSN: 2227-7390

Year of publication: 2022

Volume: 10

Issue: 11

Type: Article

DOI: 10.3390/MATH10111846 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus