چکیده
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In this paper, the Black–Scholes equation is solved using a new technique. This scheme is
derived by combining the Laplace transform method and the nonstandard finite difference (NSFD)
strategy. The qualitative properties of the method are discussed, and it is shown that the new method
is positive, stable, and consistent when low volatility is assumed. The efficiency of the new method is
demonstrated by a numerical example.
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