A  Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

<div class="floats-full-page floats-full-page-figure"><h2>Figure 1</h2><div class="floats-full-page-caption"><table>The values of European put option under different schemes with the computational parameters <svg height="12.4375" id="M187" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 48.512501 12.4375" width="48.512501" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg> and <svg height="12.4375" id="M188" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 72.775002 12.4375" width="72.775002" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg>.</table></div><div class="floats-full-page-content"><table class="table-group" width="800px"><tr class="fig-image" id="a"><td><img alt="205686.fig.001a" src="https://static-01.hindawi.com/articles/jam/volume-2012/205686/figures/205686.fig.001a.jpg" /></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(a) </b><svg height="11.125" id="M189" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 39.137501 11.125" width="39.137501" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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Figure 1 | A  Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

title

Figure 1: A  Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

description

Figure 1

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