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"High order method for Black-Scholes PDE."

Jinhao Hu, Siqing Gan (2018)

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DOI: 10.1016/J.CAMWA.2017.12.002

access: closed

type: Journal Article

metadata version: 2020-02-17

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  - https://dblp.org/rec/journals/cma/HuG18
Jinhao Hu, Siqing Gan:
High order method for Black-Scholes PDE. Comput. Math. Appl. 75(7): 2259-2270 (2018)

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