Author:
Koleva Miglena N.,Vulkov Lubin G.
Publisher
Springer Berlin Heidelberg
Reference14 articles.
1. Agliardi, R., Popivanov, P., Slavova, A.: Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type. Nonlinear Anal. Real Word Appl. 12, 1429–1436 (2011)
2. Company, R., Navarro, E., Pintos, J., Ponsoda, E.: Numerical solution of linear and nonlinear Black-Scholes option pricing equations. Int. J. Comp. Math. Appl. 56, 813–821 (2008)
3. Ehrhardt, M. (ed.): Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers, New York (2008)
4. Gerisch, A., Griffiths, D.F., Weiner, R., Chaplain, M.A.J.: A positive splitting method for mixed hyperbolic-parabolic systems. Numer. Meth. PDEs 17(2), 152–168 (2001)
5. Hundsdorfer, W., Verwer, J.: Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations. Springer, Heidelberg (2003)