A multigrid preconditioner for an adaptive Black-Scholes...

BIT Numerical Mathematics 2011 / 03 Vol. 51; Iss. 1

A multigrid preconditioner for an adaptive Black-Scholes solver

Alison Ramage, Lina von Sydow
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Volume:
51
Language:
english
Pages:
17
DOI:
10.1007/s10543-011-0316-6
Date:
March, 2011
File:
PDF, 696 KB
english, 2011
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