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Lötstedt, Per, von Sydow, Lina (2015) Numerical option pricing without oscillations using flux limiters. Computers & Mathematics with Applications, 70. 1-10 doi:10.1016/j.camwa.2015.04.003

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Reference TypeJournal (article/letter/editorial)
TitleNumerical option pricing without oscillations using flux limiters
JournalComputers & Mathematics with Applications
AuthorsLötstedt, PerAuthor
von Sydow, LinaAuthor
Year2015 (July)Volume70
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2015.04.003Search in ResearchGate
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Mindat Ref. ID6576446Long-form Identifiermindat:1:5:6576446:6
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Full ReferenceLötstedt, Per, von Sydow, Lina (2015) Numerical option pricing without oscillations using flux limiters. Computers & Mathematics with Applications, 70. 1-10 doi:10.1016/j.camwa.2015.04.003
Plain TextLötstedt, Per, von Sydow, Lina (2015) Numerical option pricing without oscillations using flux limiters. Computers & Mathematics with Applications, 70. 1-10 doi:10.1016/j.camwa.2015.04.003
In(n.d.) Computers & Mathematics with Applications Vol. 70. Elsevier BV

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Company, R., Jódar, L., Ponsoda, E., Ballester, C. (2010) Numerical analysis and simulation of option pricing problems modeling illiquid markets. Computers & Mathematics with Applications, 59. 2964-2975 doi:10.1016/j.camwa.2010.02.014
Lötstedt, Per, Ramage, Alison, von Sydow, Lina, Söderberg, Stefan (2004) Preconditioned implicit solution of linear hyperbolic equations with adaptivity. Journal of Computational and Applied Mathematics, 170 (2). 269-289 doi:10.1016/j.cam.2004.01.041
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