"Fourth-order compact schemes for a parabolic-ordinary system of European ..."

Miglena N. Koleva, Walter Mudzimbabwe, Lubin G. Vulkov (2017)

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DOI: 10.1007/S11075-016-0138-3

access: closed

type: Journal Article

metadata version: 2023-09-30

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Miglena N. Koleva, Walter Mudzimbabwe, Lubin G. Vulkov:
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model. Numer. Algorithms 74(1): 59-75 (2017)

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