"High-order ADI finite difference schemes for parabolic equations in the ..."

Christian Hendricks et al. (2017)

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DOI: 10.1016/J.CAM.2016.08.044

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type: Journal Article

metadata version: 2024-05-07

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Christian Hendricks, Christof Heuer, Matthias Ehrhardt, Michael Günther:
High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance. J. Comput. Appl. Math. 316: 175-194 (2017)

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