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
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- MashayekhiHugger
Final published version, 9.09 MB, PDF document
| Original language | English |
|---|---|
| Journal | Communications in Mathematical Finance |
| Volume | 5 |
| Issue number | 1 |
| Pages (from-to) | 1-31 |
| ISSN | 2241-1968 |
| Publication status | Published - 2016 |
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