On the numerical solution of nonlinear Black-Scholes equations.
Julia AnkudinovaMatthias EhrhardtPublished in: Comput. Math. Appl. (2008)
Keyphrases
- numerical solution
- nonlinear equations
- black scholes
- numerical methods
- finite difference
- difference equations
- ordinary differential equations
- boundary value problem
- differential equations
- partial differential equations
- option pricing
- linear systems
- financial markets
- numerical integration
- stock exchange
- exact solution
- fuzzy numbers
- finite element
- high order
- dynamical systems
- feature extraction
- pattern recognition
- neural network
- multiscale
- stock market
- image enhancement
- deformable models
- taylor series
- computational complexity