2011•Mathematical and Computer ModellingOpen access

A nonstandard finite difference scheme for a nonlinear Black–Scholes equation

Abraham J. Arenas, Gilberto González‐Parra, Blas M. Caraballo

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Key concepts: Mathematics, Finite difference scheme, Nonlinear system, Finite difference, Scheme (mathematics), Finite difference method, Applied mathematics, Stability (learning theory)

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A nonstandard finite difference scheme for a nonlinear Black–Scholes equation — Research Paper | ScholarLens