TVD, WENO and blended BDF discretizations for Asian options
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Publication:706545
DOI10.1007/s00791-003-0117-9zbMath1079.91039MaRDI QIDQ706545
Francisco José Gaspar, Cornelis W. Oosterlee, J. C. Frisch
Publication date: 8 February 2005
Published in: Computing and Visualization in Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00791-003-0117-9
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