Optimal non-uniform finite difference grids for the Black-Scholes equations
DOI10.1016/J.MATCOM.2020.12.002OpenAlexW3111241550WikidataQ113293524 ScholiaQ113293524MaRDI QIDQ1998418FDOQ1998418
Jisang Lyu, Wonjin Lee, Eunchae Park, Chaeyoung Lee, Sungha Yoon, Junseok Kim, Jintae Park, Sangkwon Kim
Publication date: 6 March 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2020.12.002
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