Open AccessSpace-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. series 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