{"id":"https://openalex.org/W243449252","doi":"https://doi.org/10.1007/978-3-642-40063-6_99","title":"A New High-Order Compact Finite Difference Scheme for Solving Black-Scholes Equation","display_name":"A New High-Order Compact Finite Difference Scheme for Solving Black-Scholes Equation","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W243449252","doi":"https://doi.org/10.1007/978-3-642-40063-6_99","mag":"243449252"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-40063-6_99","doi":"https://doi.org/10.1007/978-3-642-40063-6_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-40063-6_99","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of 20th International Conference on Industrial Engineering and Engineering Management","raw_type":"book-chapter"},"parent_works":[{"id":"https://openalex.org/W2475404077","display_name":"Proceedings of 20th International Conference on Industrial Engineering and Engineering Management","relationship":"volume"}],"lineage":["https://openalex.org/W243449252","https://openalex.org/W2475404077"],"child_works_count":0,"type":"conference-paper","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5040455504","display_name":"Lufeng Yang","orcid":"https://orcid.org/0000-0003-0746-3801","observed_orcids":["https://orcid.org/0000-0003-0746-3801"]},"institutions":[{"id":"https://openalex.org/I3019309368","display_name":"North Minzu University","ror":"https://ror.org/05xjevr11","country_code":"CN","type":"education","lineage":["https://openalex.org/I3019309368"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Lu-feng Yang","raw_affiliation_strings":["School of Information and Computation Science, Beifang University of Nationalities, Yinchuan, 750021, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information and Computation Science, Beifang University of Nationalities, Yinchuan, 750021, China","institution_ids":["https://openalex.org/I3019309368"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047024895","display_name":"Xu-lin Hu","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I3019309368","display_name":"North Minzu University","ror":"https://ror.org/05xjevr11","country_code":"CN","type":"education","lineage":["https://openalex.org/I3019309368"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xu-lin Hu","raw_affiliation_strings":["School of Information and Computation Science, Beifang University of Nationalities, Yinchuan, 750021, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information and Computation Science, Beifang University of Nationalities, Yinchuan, 750021, China","institution_ids":["https://openalex.org/I3019309368"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5040455504"],"corresponding_institution_ids":["https://openalex.org/I3019309368"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1007","last_page":"1019"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12727","display_name":"Singular Perturbation, Asymptotics and Difference Schemes","score":0.5806000232696533,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12727","display_name":"Singular Perturbation, Asymptotics and Difference Schemes","score":0.5806000232696533,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.17990000545978546,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10339","display_name":"Advanced Numerical Methods in Computational Mathematics","score":0.13459999859333038,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/black-scholes-equation","display_name":"Black-Scholes equation","score":0.9980000257492065},{"id":"https://openalex.org/keywords/high-order-compact-finite-difference-scheme","display_name":"high-order compact finite difference scheme","score":0.9279999732971191},{"id":"https://openalex.org/keywords/richardson-extrapolation","display_name":"Richardson extrapolation","score":0.9610000252723694},{"id":"https://openalex.org/keywords/unconditionally-stable-scheme","display_name":"unconditionally stable scheme","score":0.7870000004768372},{"id":"https://openalex.org/keywords/option-pricing","display_name":"option pricing","score":0.9229999780654907},{"id":"https://openalex.org/keywords/fourth-order-accuracy","display_name":"fourth-order accuracy","score":0.5479999780654907},{"id":"https://openalex.org/keywords/convergence-rate","display_name":"convergence rate","score":0.3930000066757202}],"concepts":[{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.743728756904602},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.6201425194740295},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5974072217941284},{"id":"https://openalex.org/C2988766672","wikidata":"https://www.wikidata.org/wiki/Q1147751","display_name":"Finite difference scheme","level":2,"score":0.5350533723831177},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5288572907447815},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.502382755279541},{"id":"https://openalex.org/C2780829570","wikidata":"https://www.wikidata.org/wiki/Q25113057","display_name":"Compact finite difference","level":3,"score":0.49645715951919556},{"id":"https://openalex.org/C181330731","wikidata":"https://www.wikidata.org/wiki/Q2068418","display_name":"Finite difference","level":2,"score":0.46456730365753174},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.30794405937194824},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.11676031351089478},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.08245515823364258},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.04791936278343201},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-40063-6_99","doi":"https://doi.org/10.1007/978-3-642-40063-6_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-40063-6_99","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of 20th International Conference on Industrial Engineering and Engineering Management","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1902819800","https://openalex.org/W1966155583","https://openalex.org/W1974418079","https://openalex.org/W1997753289","https://openalex.org/W2001556612","https://openalex.org/W2018802571","https://openalex.org/W2030304981","https://openalex.org/W2070451353","https://openalex.org/W2077791698","https://openalex.org/W2079557828","https://openalex.org/W2087092441","https://openalex.org/W2183543846","https://openalex.org/W2318046117","https://openalex.org/W2582972221","https://openalex.org/W2584798035","https://openalex.org/W3121209513"],"related_works":["https://openalex.org/W4382794986","https://openalex.org/W4401379676","https://openalex.org/W4406833470","https://openalex.org/W1504362961","https://openalex.org/W1998586337","https://openalex.org/W2771248716","https://openalex.org/W2780430326","https://openalex.org/W2950437334","https://openalex.org/W2352297636","https://openalex.org/W2017447495"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2016-06-24T00:00:00"}