A Kurganov-Tadmor numerical method for option pricing under the constant elasticity of variance model

Subject Areas : Financial Mathematics

Sakineh Ghiasi ¹ , Nouredin Parandin ²

1 - Department of Mathematics, Payame Noor University, Tehran, Iran
2 - Department of Mathematics, Kermanshah Branch, Islamic Azad University, Kermanshah, Iran

Received: 2021-01-20 Accepted : 2021-03-25 Published : 2022-07-01

Keywords:

References:

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