Ankudinova, Julia, Ehrhardt, Matthias (2008) On the numerical solution of nonlinear Black–Scholes equations. Computers & Mathematics with Applications, 56. 799-812 doi:10.1016/j.camwa.2008.02.005
Reference Type | Journal (article/letter/editorial) | ||
---|---|---|---|
Title | On the numerical solution of nonlinear Black–Scholes equations | ||
Journal | Computers & Mathematics with Applications | ||
Authors | Ankudinova, Julia | Author | |
Ehrhardt, Matthias | Author | ||
Year | 2008 (August) | Volume | 56 |
Publisher | Elsevier BV | ||
DOI | doi:10.1016/j.camwa.2008.02.005Search in ResearchGate | ||
Generate Citation Formats | |||
Mindat Ref. ID | 6572690 | Long-form Identifier | mindat:1:5:6572690:7 |
GUID | 0 | ||
Full Reference | Ankudinova, Julia, Ehrhardt, Matthias (2008) On the numerical solution of nonlinear Black–Scholes equations. Computers & Mathematics with Applications, 56. 799-812 doi:10.1016/j.camwa.2008.02.005 | ||
Plain Text | Ankudinova, Julia, Ehrhardt, Matthias (2008) On the numerical solution of nonlinear Black–Scholes equations. Computers & Mathematics with Applications, 56. 799-812 doi:10.1016/j.camwa.2008.02.005 | ||
In | (n.d.) Computers & Mathematics with Applications Vol. 56. Elsevier BV |
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