New IMEX Scheme Shows Second-Order Convergence for Option Pricing Equations
Researchers proved second-order convergence for an IMEX difference scheme solving the two-dimensional PIDE arising from option pricing under a stochastic ...
Researchers proved second-order convergence for an IMEX difference scheme solving the two-dimensional PIDE arising from option pricing under a stochastic ...
© 2025 Scienmag - Science Magazine
© 2025 Scienmag - Science Magazine