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NUMERICAL SOLUTION OF BLACK – SCHOLES PARTIAL DIFFERENTIAL EQUATION USING DIRECT SOLUTION OF SECOND - ORDER ORDINARY DIFFERENTIAL EQUATION WITH TWO - STEP HYBRID BLOCK METHOD OF ORDER SEVEN

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Abstract

NUMERICAL SOLUTION OF BLACK – SCHOLES PARTIAL DIFFERENTIAL EQUATION USING DIRECT SOLUTION OF SECOND - ORDER ORDINARY DIFFERENTIAL EQUATION WITH TWO - STEP HYBRID BLOCK METHOD OF ORDER SEVEN

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Tags: single-step, hybrid block method, system of second order ordinary differential equations, collocation and Interpolation method, direct solution.
Size: 406.12KB
Uploaded on 30/03/2021
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