A New Parallel Difference Numerical Method for the Payment of Dividend Black-Scholes Equation

摘要：

　　A new alternating segment explicit-implicit and alternating segment implicit-explicit methods for solving the payment of dividend Black-Scholes equation are presented.These new methods have several advutages such as:good parallelism,unconditional stabifity,convergence and better accuracy.Numerical experiments show that the methods improve the calculation speed greatly.

关键词： payment of dividend Black-Scholes equation alternating segment explicit-implicit scheme parallel computing numerical experiment

作者: Xiaozhong Yang Fan Zhang

作者单位: Dept.Mathematics and physics, North China Electric Power University Beijing, 102206, China

会议类型: 国际会议

会议名称: 2012 2nd International Conference on Computer and Information Applications(ICCIA2012)(2012第二届计算机和信息应用国际会议)

会议地点: 太原

会议语种:英文

页码: 437-440

在线出版日期: 2012-12-08（万方平台首次上网日期，不代表论文的发表时间）