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High order compact finite difference schemes for a nonlinear Black-Scholes equation

High order compact finite difference schemes for a nonlinear Black-Scholes equation

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DÜRING, Bertram, Michel FOURNIÉ, Ansgar JÜNGEL, 2001. High order compact finite difference schemes for a nonlinear Black-Scholes equation

@techreport{During2001order-617, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={High order compact finite difference schemes for a nonlinear Black-Scholes equation}, year={2001}, number={2001/07}, author={Düring, Bertram and Fournié, Michel and Jüngel, Ansgar} }

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Dateiabrufe seit 01.10.2014 (Informationen über die Zugriffsstatistik)

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