{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,1]],"date-time":"2026-03-01T12:16:14Z","timestamp":1772367374748,"version":"3.50.1"},"reference-count":0,"publisher":"Walter de Gruyter GmbH","issue":"1","funder":[{"name":"European Union, FP7-PEOPLE-2012-ITN Program","award":["304617"],"award-info":[{"award-number":["304617"]}]},{"name":"Bulgarian Fund of Sciences","award":["FNI I02\/20-2014"],"award-info":[{"award-number":["FNI I02\/20-2014"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2016,1,1]]},"abstract":"<jats:title>Abstract<\/jats:title>\n               <jats:p>The paper presents a numerical approach for computation of the first spatial Greek, the Delta, of the option value, governed by the Black\u2013Scholes equation with uncertain volatility and dividend yield. This fully nonlinear degenerate parabolic problem is handled by a monotone finite volume spatial discretization and a second-order predictor-corrector time stepping. Ample numerical results illustrate the performance of the algorithm.<\/jats:p>","DOI":"10.1515\/cmam-2015-0029","type":"journal-article","created":{"date-parts":[[2015,9,30]],"date-time":"2015-09-30T17:00:51Z","timestamp":1443632451000},"page":"175-186","source":"Crossref","is-referenced-by-count":4,"title":["Predictor-Corrector Balance Method for the Worst-Case 1D Option Pricing"],"prefix":"10.1515","volume":"16","author":[{"given":"Radoslav","family":"Valkov","sequence":"first","affiliation":[{"name":"Department of Mathematics and Computer Science, University of Antwerp, Antwerp, Belgium"}]}],"member":"374","published-online":{"date-parts":[[2015,10,1]]},"container-title":["Computational Methods in Applied Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.degruyter.com\/view\/journals\/cmam\/16\/1\/article-p175.xml","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/cmam-2015-0029\/xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/cmam-2015-0029\/pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,3,31]],"date-time":"2023-03-31T21:34:00Z","timestamp":1680298440000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.degruyter.com\/document\/doi\/10.1515\/cmam-2015-0029\/html"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,10,1]]},"references-count":0,"journal-issue":{"issue":"1","published-online":{"date-parts":[[2016,1,1]]},"published-print":{"date-parts":[[2016,1,1]]}},"alternative-id":["10.1515\/cmam-2015-0029"],"URL":"https:\/\/doi.org\/10.1515\/cmam-2015-0029","relation":{},"ISSN":["1609-9389","1609-4840"],"issn-type":[{"value":"1609-9389","type":"electronic"},{"value":"1609-4840","type":"print"}],"subject":[],"published":{"date-parts":[[2015,10,1]]}}}