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"Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of ..."

Miglena N. Koleva, Lubin G. Vulkov (2015)

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DOI: 10.1007/978-3-319-26520-9_40

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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  - conf/lssc/KolevaV15
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Miglena N. Koleva, Lubin G. Vulkov:
Fully Implicit Time-Stepping Schemes for a Parabolic-ODE System of European Options with Liquidity Shocks. LSSC 2015: 360-368

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