
A highly accurate adaptive finite difference solver for the Black–Scholes equation
Linde, Gunilla, Persson, Jonas, Von Sydow, LinaVolume:
86
Langue:
english
Journal:
International Journal of Computer Mathematics
DOI:
10.1080/00207160802140023
Date:
December, 2009
Fichier:
PDF, 457 KB
english, 2009