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"On the construction of a quartically convergent method for ..."

Lei Shi, Malik Zaka Ullah, Hemant Kumar Nashine (2024)

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DOI: 10.1016/J.AMC.2023.128380

access: closed

type: Journal Article

metadata version: 2023-11-13

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Lei Shi, Malik Zaka Ullah, Hemant Kumar Nashine:
On the construction of a quartically convergent method for high-dimensional Black-Scholes time-dependent PDE. Appl. Math. Comput. 463: 128380 (2024)

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