دورية أكاديمية
On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE
العنوان: | On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE |
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المؤلفون: | Shi, Lei, Ullah, Malik Zaka, Nashine, Hemant Kumar |
المصدر: | In Applied Mathematics and Computation 15 February 2024 463 |
قاعدة البيانات: | ScienceDirect |
تدمد: | 00963003 |
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DOI: | 10.1016/j.amc.2023.128380 |