High-Order Compact Finite Difference Method for Black–Scholes PDE
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Publication:2801927
DOI10.1007/978-81-322-2485-3_32zbMath1337.65119OpenAlexW2412471877MaRDI QIDQ2801927
Kuldip Singh Patel, Mani Mehra
Publication date: 22 April 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-81-322-2485-3_32
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Cites Work
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