Optimal and near-optimal advection—diffusion finite-difference schemes III. Black—Scholes equation
Author:
Affiliation:
1. Mathematical Sciences, Loughborough University, Loughborough LE11 3TU, UK
Publisher
The Royal Society
Subject
General Physics and Astronomy,General Engineering,General Mathematics
Link
https://royalsocietypublishing.org/doi/pdf/10.1098/rspa.2000.0548
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