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Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models.
Jingtang Ma
Yong Chen
Published in:
Int. J. Comput. Math. (2020)
Keyphrases
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numerical methods
black scholes
convergence rate
partial differential equations
option pricing
differential equations
numerical solution
image processing
primal dual
long term
level set
image denoising