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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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Prüfsumme: MD5:6c109cd27ac65de0546378f7f8c24863

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

@unpublished{During2001order-6358, title={High order compact finite difference schemes for a nonlinear Black-Scholes equation}, year={2001}, author={Düring, Bertram and Fournié, Michel and Jüngel, Ansgar} }

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