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.
Revista:
Mathematics

ISSN: 2227-7390

Any de publicació: 2022

Volum: 10

Número: 11

Tipus: Article

DOI: 10.3390/MATH10111846 GOOGLE SCHOLAR lock_openAccés obert editor