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"Rannacher time-marching with orthogonal spline collocation method for ..."

Komal Deswal, Devendra Kumar (2022)

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DOI: 10.1016/J.AMC.2022.127168

access: closed

type: Journal Article

metadata version: 2022-06-13

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Komal Deswal, Devendra Kumar:
Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters. Appl. Math. Comput. 427: 127168 (2022)

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