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"Optimal non-uniform finite difference grids for the Black-Scholes equations."

Jisang Lyu et al. (2021)

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DOI: 10.1016/J.MATCOM.2020.12.002

access: closed

type: Journal Article

metadata version: 2022-08-16

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  - https://dblp.org/rec/journals/mcs/LyuPKLLYPK21
Jisang Lyu, Eunchae Park, Sangkwon Kim, Wonjin Lee, Chaeyoung Lee, Sungha Yoon, Jintae Park, Junseok Kim:
Optimal non-uniform finite difference grids for the Black-Scholes equations. Math. Comput. Simul. 182: 690-704 (2021)

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