"On the numerical solution of nonlinear Black-Scholes equations."

Julia Ankudinova, Matthias Ehrhardt (2008)

> Home

Details and statistics

DOI: 10.1016/J.CAMWA.2008.02.005

access: open

type: Journal Article

metadata version: 2024-05-07

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/cma/AnkudinovaE08
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cma/AnkudinovaE08
Julia Ankudinova, Matthias Ehrhardt:
On the numerical solution of nonlinear Black-Scholes equations. Comput. Math. Appl. 56(3): 799-812 (2008)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.