Stability of central finite difference schemes on non-uniform grids for the Black-Scholes PDE with Neumann boundary condition

Publication

Title

Author

Abstract

Language

English

Source (journal)

AIP conference proceedings / American Institute of Physics. - New York

Publication

New York : 2012

ISSN

0094-243X

Volume/pages

1479(2012), p. 2178-2181

ISI

000310698100514

Full text (Publisher's DOI)

Full text (open access)

UAntwerpen

Faculty/Department				Faculty of Sciences. Mathematics and Computer Science

Research group				Applied mathematics

Publication type				A1 Journal article

Subject				Mathematics Physics

Affiliation				Publications with a UAntwerp address

External links

Web of Science

Record

Identification

Creation

18.10.2012

Last edited

23.06.2018

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