A class of explicit-implicit alternating parallel difference methods for the two-dimensional Black-Scholes equation

Ruifang Yan, Xiaozhong Yang, Shuzhen Sun. A class of explicit-implicit alternating parallel difference methods for the two-dimensional Black-Scholes equation. Int. J. Comput. Math., 98(6):1112-1129, 2021. [doi]

Abstract

Abstract is missing.