عنوان A FAMILY OF POSITIVE NONSTANDARD NUMERICAL METHODS WITH APPLICATION TO BLACK-SCHOLES EQUATION عنوان مجله Sahand Communications in Mathematical Analysis نوع پژوهش مقاله چاپ شده کلیدواژهها Black-Scholes equation, Option pricing, Finite di erence scheme, Positivity-preserving. چکیده Nonstandard nite di erence schemes for the Black- Scholes partial di erential equation preserving the positivity prop- erty are proposed. Computationally simple schemes are derived by using a nonlocal approximation in the reaction term of the Black- Scholes equation. Unlike the standard methods, the solutions of new proposed schemes are positive and free of the spurious oscilla- tions. پژوهشگران محمدمهدی زاده خالسرایی (نفر اول)، نشمیلعثمانی (نفر دوم)