"Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) ..."

Chinonso Nwankwo, Weizhong Dai (2022)

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DOI: 10.48550/ARXIV.2207.14379

access: open

type: Informal or Other Publication

metadata version: 2022-08-02

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  - journals/corr/abs-2207-14379
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  - https://dblp.org/rec/journals/corr/abs-2207-14379
Chinonso Nwankwo, Weizhong Dai:
Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options. CoRR abs/2207.14379 (2022)

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