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
This page was built for person: Kim Volders
