Qualitatively Stable Schemes for the Black–Scholes Equation
نویسندگان
چکیده
In this paper, the Black–Scholes equation is solved using a new technique. This scheme derived by combining Laplace transform method and nonstandard finite difference (NSFD) strategy. The qualitative properties of are discussed, it shown that positive, stable, consistent when low volatility assumed. efficiency demonstrated numerical example.
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ژورنال
عنوان ژورنال: Fractal and fractional
سال: 2023
ISSN: ['2504-3110']
DOI: https://doi.org/10.3390/fractalfract7020154