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"A positive flux limited difference scheme for the uncertain correlation 2D ..."

Miglena N. Koleva, Lubin G. Vulkov (2016)

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DOI: 10.1016/J.CAM.2015.02.054

access: open

type: Journal Article

metadata version: 2021-02-16

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Miglena N. Koleva, Lubin G. Vulkov:
A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem. J. Comput. Appl. Math. 293: 112-127 (2016)

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