Kim Volders
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition IMA Journal of Numerical Analysis | 2014-02-28 | Paper |
| Stability of central finite difference schemes for the Heston PDE Numerical Algorithms | 2012-05-08 | Paper |
| Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation Applied Numerical Mathematics | 2009-08-07 | Paper |
Research outcomes over time
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