TY  - JOUR 
AU  - Mehdizadeh Khalsaraei, Mohammad
AU  - Rashidi, Mohammad Mehdi
AU  - Shokri, Ali
AU  - Ramos Calle, Higinio
AU  - Khakzad, Pari
PY  - 2022
UR  - http://hdl.handle.net/10366/156532
AB  - [EN]An implicit finite difference scheme for the numerical solution of a generalized Black–Scholes equation is presented. The method is based on the nonstandard finite difference technique. The positivity property is discussed and it is shown that the...
LA  - eng
PB  - MDPI
KW  - Generalized Black–Scholes equation
KW  - Option valuation
KW  - Nonstandard finite difference
KW  - Positivity
TI  - A Nonstandard Finite Difference Method for a Generalized Black–Scholes Equation.
DO  - 10.3390/sym14010141
T2  - Symmetry
VL  - 14
M2  - 141
ER  -