"Convergence of a fitted finite volume method for pricing two dimensional ..."

Christelle Dleuna Nyoumbi, Antoine Tambue (2023)

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DOI: 10.1016/J.MATCOM.2023.01.001

access: open

type: Journal Article

metadata version: 2023-05-13

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Christelle Dleuna Nyoumbi, Antoine Tambue:
Convergence of a fitted finite volume method for pricing two dimensional assets with stochastic volatilities. Math. Comput. Simul. 207: 388-416 (2023)

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