A robust and accurate finite difference method for a...

Journal of Computational and Applied Mathematics 2011 Vol. 235; Iss. 13

A robust and accurate finite difference method for a generalized Black–Scholes equation

Zhongdi Cen, Anbo Le
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Volume:
235
Year:
2011
Language:
english
Pages:
6
DOI:
10.1016/j.cam.2011.01.018
File:
PDF, 520 KB
english, 2011
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