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"Positivity Preserving Numerical Method for Non-linear Black-Scholes Models."

Miglena N. Koleva (2012)

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DOI: 10.1007/978-3-642-41515-9_40

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-23

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  dblp key:
  - conf/naa/Koleva12
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Miglena N. Koleva:
Positivity Preserving Numerical Method for Non-linear Black-Scholes Models. NAA 2012: 363-370

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