Space-time kernel based numerical method for generalized Black-Scholes equation | Zendy

Marjan Uddin | Zendy; Hazrat Ali | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Space-time kernel based numerical method for generalized Black-Scholes equation

Author(s) -

Marjan Uddin,

Hazrat Ali

Publication year - 2020

Publication title -

discrete and continuous dynamical systems - s

Language(s) - Uncategorized

Resource type - Journals

SCImago Journal Rank - 0.481

H-Index - 34

eISSN - 1937-1632

pISSN - 1937-1179

DOI - 10.3934/dcdss.2020221

Subject(s) - mathematics , partial differential equation , kernel (algebra) , stability (learning theory) , black–scholes model , scheme (mathematics) , linear multistep method , space (punctuation) , space time , time stepping , numerical stability , work (physics) , numerical analysis , spacetime , mathematical analysis , differential equation , ordinary differential equation , computer science , physics , pure mathematics , differential algebraic equation , volatility (finance) , quantum mechanics , machine learning , chemical engineering , discretization , engineering , econometrics , thermodynamics , operating system

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research