Journal of Financial Stability
Vol. 81
2025
A second-order finite difference method for the Black–Scholes model without far-field boundary conditions
Jian
Wang1;
Lin
Wu2,1;
Xinpei
Wu2;
Youngjin
Hwang2;
Yunjae
Nam2;
Soobin
Kwak2;
Taehui
Lee2;
Junseok
Kim2
1 Nanjing University of Information Science and Technology · 2 Korea University
- DOI
- 10.1016/j.jfs.2025.101477
- Volume
- 81
- Pages
- 101477
- Language
- en
- Sources
-
semanticscholar
openalex
crossref
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