High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation
Düring, Bertram, Fournié, Michel, Jüngel, AnsgarVolume:
6
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024903002183
Date:
November, 2003
File:
PDF, 532 KB
english, 2003