"A new higher order compact finite difference method for generalised ..."

Pradip Roul, V. M. K. Prasad Goura (2020)

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DOI: 10.1016/J.CAM.2019.06.015

access: closed

type: Journal Article

metadata version: 2023-08-28

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Pradip Roul, V. M. K. Prasad Goura:
A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option. J. Comput. Appl. Math. 363: 464-484 (2020)

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