High accurate modified WENO method for the solution of...

Computational & Applied Mathematics 2015 / 4 Vol. 34; Iss. 1

High accurate modified WENO method for the solution of Black–Scholes equation

Hajipour, Mojtaba, Malek, Alaeddin
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Volume:
34
Language:
english
Journal:
Computational and Applied Mathematics
DOI:
10.1007/s40314-013-0108-5
Date:
April, 2015
File:
PDF, 754 KB
english, 2015
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