Publication
Title
Stability of central finite difference schemes on non-uniform grids for the Black-Scholes PDE with Neumann boundary condition
Author
Volders, K.
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)
https://doi.org/10.1063/1.4756624
Full text (open access)
https://repository.uantwerpen.be/docman/irua/9e15d4/101352.pdf
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
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Record
Identification
Creation
18.10.2012
Last edited
23.03.2020
To cite this reference
https://hdl.handle.net/10067/1013520151162165141