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"A sixth order numerical method and its convergence for generalized ..."

Pradip Roul, V. M. K. Prasad Goura (2020)

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DOI: 10.1016/J.CAM.2020.112881

access: closed

type: Journal Article

metadata version: 2020-06-16

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  - https://dblp.org/rec/journals/jcam/RoulG20a
Pradip Roul, V. M. K. Prasad Goura:
A sixth order numerical method and its convergence for generalized Black-Scholes PDE. J. Comput. Appl. Math. 377: 112881 (2020)

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