"Finite-Volume Difference Scheme for the Black-Scholes Equation in ..."

Tatiana P. Chernogorova, Radoslav L. Valkov (2010)

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DOI: 10.1007/978-3-642-18466-6_45

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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Tatiana P. Chernogorova, Radoslav L. Valkov:
Finite-Volume Difference Scheme for the Black-Scholes Equation in Stochastic Volatility Models. NMA 2010: 377-385

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