Rock Stephane Koffi

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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!

PublicationDate of PublicationType
Convergence of the two point flux approximation method and the fitted two point flux approximation method for options pricing with local volatility function
Communications in Nonlinear Science and Numerical Simulation
2024-09-12Paper
Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options2019-12-29Paper
A fitted L-Multi-point Flux Approximation method for pricing options2019-12-29Paper
A Fitted Multi-Point Flux Approximation Method for Pricing two options2019-05-13Paper


Research outcomes over time


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