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High accurate modified WENO method for the solution of Black–Scholes equation

✍ Scribed by Hajipour, Mojtaba; Malek, Alaeddin


Book ID
121571801
Publisher
Springer-Verlag
Year
2014
Tongue
English
Weight
754 KB
Volume
34
Category
Article
ISSN
0101-8205

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📜 SIMILAR VOLUMES


An accurate finite difference method for
✍ T.E. Simos 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 665 KB

An accurate finite difference approach for computing eigenvalues of Schr6dinger equations is developed in this paper. We investigate two cases: (i) the specific case in which the potential V(x) is an even function with respect to x. It is assumed, also, that the wave functions tend to zero for x --