Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing. / Mashayekhi, Sima; Hugger, Jens.
In: Communications in Mathematical Finance, Vol. 5, No. 1, 2016, p. 1-31.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Mashayekhi, S & Hugger, J 2016, 'Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing', Communications in Mathematical Finance, vol. 5, no. 1, pp. 1-31.
APA
Mashayekhi, S., & Hugger, J. (2016). Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing. Communications in Mathematical Finance, 5(1), 1-31.
Vancouver
Mashayekhi S, Hugger J. Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing. Communications in Mathematical Finance. 2016;5(1):1-31.
Author
Bibtex
@article{0704ef1d5fda4c348bee10b770e0b042,
title = "Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing",
author = "Sima Mashayekhi and Jens Hugger",
year = "2016",
language = "English",
volume = "5",
pages = "1--31",
journal = "Communications in Mathematical Finance",
issn = "2241-1968",
number = "1",
}
RIS
TY - JOUR
T1 - Κ∝-Shifting, Rannacher Time Stepping and Mesh Grading in Crank-Nicolson FDM forBlack-Scholes Option Pricing
AU - Mashayekhi, Sima
AU - Hugger, Jens
PY - 2016
Y1 - 2016
M3 - Journal article
VL - 5
SP - 1
EP - 31
JO - Communications in Mathematical Finance
JF - Communications in Mathematical Finance
SN - 2241-1968
IS - 1
ER -
ID: 176656525