A New Parallel Difference Numerical Method for the Payment of Dividend Black-Scholes Equation
Xiaozhong Yang, Fan Zhang
Available Online May 2014.
- https://doi.org/10.2991/iccia.2012.105How to use a DOI?
- payment of dividend Black-Scholes equation, alternating segment explicit-implicit scheme, parallel computing, numerical experiment
- A new alternating segment explicit-implicit and alternating segment implicit-explicit methods for solving the payment of dividend Black-Scholes equation are presented. These new methods have several advantages such as: good parallelism, unconditional stability, convergence and better accuracy. Numerical experiments show that the methods improve the calculation speed greatly
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - Xiaozhong Yang AU - Fan Zhang PY - 2014/05 DA - 2014/05 TI - A New Parallel Difference Numerical Method for the Payment of Dividend Black-Scholes Equation BT - Proceedings of the 2012 2nd International Conference on Computer and Information Application (ICCIA 2012) PB - Atlantis Press SP - 437 EP - 440 SN - 1951-6851 UR - https://doi.org/10.2991/iccia.2012.105 DO - https://doi.org/10.2991/iccia.2012.105 ID - Yang2014/05 ER -