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A practical finite difference method for the three-dimensio..:
Kim, Junseok
;
Kim, Taekkeun
;
Jo, Jaehyun
...
European Journal of Operational Research. 252 (2016) 1 - p. 183-190 , 2016
Link:
https://doi.org/10.1016/j.ejor.2015.12.012
RT Journal T1 <Title>A practical finite difference method for the three-dimensional Black–Scholes equation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.ejor.2015.12.012&Exemplar=1&LAN=DE A1 Kim, Junseok A1 Kim, Taekkeun A1 Jo, Jaehyun A1 Choi, Yongho A1 Lee, Seunggyu A1 Hwang, Hyeongseok A1 Yoo, Minhyun A1 Jeong, Darae PB Elsevier BV YR 2016 SN 0377-2217 JF European Journal of Operational Research VO 252 IS 1 SP 183 OP 190 LK http://dx.doi.org/https://doi.org/10.1016/j.ejor.2015.12.012 DO https://doi.org/10.1016/j.ejor.2015.12.012 SF ELIB - SuUB Bremen
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