Qualitatively Stable Nonstandard Finite Difference Scheme for Numerical Solution of the Nonlinear Black–Scholes Equation
Author:
Affiliation:
1. Department of Mathematics, Faculty of Science, University of Maragheh, Maragheh, Iran
2. Mechanical Engineering Department, Faculty of Engineering, Shahid Chamran University of Ahvaz, Ahvaz, P.O. Box 61357-43337, Iran
Abstract
Publisher
Hindawi Limited
Subject
General Mathematics
Link
http://downloads.hindawi.com/journals/jmath/2021/6679484.pdf
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4. Option Pricing and Replication with Transactions Costs
5. An upwind finite difference method for a nonlinear Black–Scholes equation governing European option valuation under transaction costs
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