SOLVING GENERALIZED LINEAR MODEL OF BLACK-SCHOLES WITH CLASSICAL FINITE VOLUME METHOD (Q5075855): Difference between revisions

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+A fitted finite volume method for the valuation of options on assets with stochastic volatilities
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+USING THE ADAPTIVE MESH FINITE VOLUME METHOD TO SOLVE THREE TEST PROBLEMS
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+Finite Volume Methods for Hyperbolic Problems
@@ Property / cites work: Finite Volume Methods for Hyperbolic Problems / rank @@
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+https://doi.org/10.17654/nm020010017
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+W3128242548
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+Publication:5075855