"A highly accurate adaptive finite difference solver for the Black-Scholes ..."

Gunilla Linde, Jonas Persson, Lina von Sydow (2009)

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DOI: 10.1080/00207160802140023

access: closed

type: Journal Article

metadata version: 2017-05-28

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Gunilla Linde, Jonas Persson, Lina von Sydow:
A highly accurate adaptive finite difference solver for the Black-Scholes equation. Int. J. Comput. Math. 86(12): 2104-2121 (2009)

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