High-Accurate Numerical Schemes for Black–Scholes Models with Sensitivity Analysis
The significance of both the linear and nonlinear Black-Scholes partial differential equation model is huge in the field of financial analysis. In most cases, the exact solution to such a nonlinear problem is very hard to obtain, and in some cases, it is impossible to get an exact solution to such m...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2022-01-01
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| Series: | Journal of Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2022/4488082 |
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