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"Higher Order Finite Difference Scheme for solving 3D Black-Scholes ..."

Eleftherios-Nektarios G. Grylonakis, C. K. Filelis-Papadopoulos, George A. Gravvanis (2014)

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DOI: 10.1145/2645791.2645821

access: closed

type: Conference or Workshop Paper

metadata version: 2019-12-27

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Eleftherios-Nektarios G. Grylonakis, C. K. Filelis-Papadopoulos, George A. Gravvanis:
Higher Order Finite Difference Scheme for solving 3D Black-Scholes equation based on Generic Factored Approximate Sparse Inverse Preconditioning using Reordering Schemes. Panhellenic Conference on Informatics 2014: 18:1-18:6

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