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On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation

Published Online: 2022-03-29

Published Print: 2022-05

Authors

Nwankwo, Chinonso https://orcid.org/0000-0001-5526-1337
Dai, Weizhong
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Text and Data Mining valid from 2022-03-29

Version of Record valid from 2022-03-29
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Article History

Received: 15 September 2021

Revised: 8 February 2022

Accepted: 8 March 2022

First Online: 29 March 2022

Declarations

:

: The authors declare no conflict of interest.

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