TY  - JOUR 
AU  - Mehdizadeh Khalsaraei, Mohammad
AU  - Shokri, Ali
AU  - Ramos Calle, Higinio
AU  - Mohammadnia, Zahra
AU  - Khakzad, Pari
PY  - 2022
UR  - http://hdl.handle.net/10366/156361
AB  - [EN]In this paper, we evaluate and discuss different numerical methods to solve the Black–Scholes equation, including the 𝜃-method, the mixed method, the Richardson method, the Du Fort and Frankel method, and the MADE (modified alternating...
LA  - eng
PB  - MDPI
KW  - Black–Scholes equation
KW  - MADE scheme
KW  - Nonstandard finite differences
KW  - Positivity-preserving scheme
TI  - A Positivity-Preserving Improved Nonstandard Finite Difference Method to Solve the Black-Scholes Equation.
DO  - 10.3390/math10111846
T2  - Mathematics
VL  - 10
M2  - 1846
ER  -