Stabilized Adams type method with a block extension for the valuation of options
We construct a continuous stabilized Adams type method (CSAM) that is defined for all values of the independent variable on the range of interest. This continuous scheme has the ability to provide a continuous solution between all the grid points with a uniform accuracy comparable to that obtain...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Texas State University
2013-10-01
|
| Series: | Electronic Journal of Differential Equations |
| Subjects: | |
| Online Access: | http://ejde.math.txstate.edu/conf-proc/20/j1/abstr.html |