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"Fast computational approach to the Delta Greek of non-linear Black-Scholes ..."

Miglena N. Koleva, Lubin G. Vulkov (2018)

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DOI: 10.1016/J.CAM.2017.11.002

access: closed

type: Journal Article

metadata version: 2023-03-21

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Miglena N. Koleva, Lubin G. Vulkov:
Fast computational approach to the Delta Greek of non-linear Black-Scholes equations. J. Comput. Appl. Math. 340: 508-522 (2018)

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