A Nonstandard Finite Difference Method for a Generalized Black-Scholes Equation.
Mohammad Mehdizadeh KhalsaraeiMohammad Mehdi RashidiAli ShokriHiginio RamosPari KhakzadPublished in: Symmetry (2022)
Keyphrases
- numerical methods
- black scholes
- finite difference method
- differential equations
- partial differential equations
- numerical solution
- finite element method
- heat equation
- level set method
- level set
- option pricing
- stock price
- finite difference
- machine learning
- image denoising
- scale space
- multiscale
- image processing
- genetic algorithm