"A Convergent Difference Scheme for a Class of Partial Integro-Differential ..."

Giuseppe Maria Coclite, O. Reichmann, Nils Henrik Risebro (2016)

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DOI: 10.1137/15M1025530

access: closed

type: Journal Article

metadata version: 2020-05-11

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Giuseppe Maria Coclite, O. Reichmann, Nils Henrik Risebro:
A Convergent Difference Scheme for a Class of Partial Integro-Differential Equations Modeling Pricing under Uncertainty. SIAM J. Numer. Anal. 54(2): 588-605 (2016)

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