"An upwind finite difference method for a nonlinear Black-Scholes equation ..."

Donny Citra Lesmana, Song Wang (2013)

> Home

Details and statistics

DOI: 10.1016/J.AMC.2012.12.077

access: closed

type: Journal Article

metadata version: 2020-02-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/amc/LesmanaW13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/amc/LesmanaW13
Donny Citra Lesmana, Song Wang:
An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs. Appl. Math. Comput. 219(16): 8811-8828 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.