"Comparison of the Analytical Approximation Formula and Newton's Method for ..."

Karol Duris et al. (2016)

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DOI: 10.1515/CMAM-2015-0035

access: closed

type: Journal Article

metadata version: 2020-06-08

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Karol Duris, Shih-Hau Tan, Choi-Hong Lai, Daniel Sevcovic:
Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations. Comput. Methods Appl. Math. 16(1): 35-50 (2016)

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