About this Mathematics article
A new higher order compact finite difference method for generalised Black–Scholes partial differential equation: European call option by Roul, Pradip; Goura, V.M.K. Prasad is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Roul, Pradip; Goura, V.M.K. Prasad
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0377-0427)
- Published
- 2020
- Field
- Mathematics (Physical Sciences)