"A class of explicit-implicit alternating parallel difference methods for ..."

Ruifang Yan, Xiaozhong Yang, Shuzhen Sun (2021)

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DOI: 10.1080/00207160.2020.1804554

access: closed

type: Journal Article

metadata version: 2022-08-16

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Ruifang Yan, Xiaozhong Yang, Shuzhen Sun:
A class of explicit-implicit alternating parallel difference methods for the two-dimensional Black-Scholes equation. Int. J. Comput. Math. 98(6): 1112-1129 (2021)

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