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Found 36 Documents (Results 1–36)

A 2nd-order FDM for a 2D fractional Black-Scholes equation. (English) Zbl 1367.91191

Dimov, Ivan (ed.) et al., Numerical analysis and its applications. 6th international conference, NAA 2016, Lozenetz, Bulgaria, June 15–22, 2016. Revised selected papers. Cham: Springer (ISBN 978-3-319-57098-3/pbk; 978-3-319-57099-0/ebook). Lecture Notes in Computer Science 10187, 46-57 (2017).
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