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"A nonstandard finite difference scheme for a nonlinear Black-Scholes equation."

Abraham J. Arenas, Gilberto González-Parra, Blas Melendez Caraballo (2013)

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DOI: 10.1016/J.MCM.2011.11.009

access: open

type: Journal Article

metadata version: 2022-05-05

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  dblp key:
  - journals/mcm/ArenasGC13
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  - https://dblp.org/rec/journals/mcm/ArenasGC13
Abraham J. Arenas, Gilberto González-Parra, Blas Melendez Caraballo:
A nonstandard finite difference scheme for a nonlinear Black-Scholes equation. Math. Comput. Model. 57(7-8): 1663-1670 (2013)

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