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"Exponential Time Integration and Second-Order Difference Scheme for a ..."

Zhongdi Cen, Anbo Le, Aimin Xu (2012)

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DOI: 10.1155/2012/796814

access: open

type: Journal Article

metadata version: 2020-07-16

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Zhongdi Cen, Anbo Le, Aimin Xu:
Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation. J. Appl. Math. 2012: 796814:1-796814:12 (2012)

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