Kim Volders

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Person:415345

Available identifiers

zbMath Open volders.kimMaRDI QIDQ415345

List of research outcomes





PublicationDate of PublicationType
Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition2014-02-28Paper
Stability of central finite difference schemes for the Heston PDE2012-05-08Paper
Stability of central finite difference schemes on non-uniform grids for the Black-Scholes equation2009-08-07Paper

Research outcomes over time

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