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"Stability of Finite Difference Schemes for Complex Diffusion Processes."

Adérito Araújo, Sílvia Barbeiro, Pedro Serranho (2012)

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DOI: 10.1137/110825789

access: closed

type: Journal Article

metadata version: 2020-05-11

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Adérito Araújo, Sílvia Barbeiro, Pedro Serranho:
Stability of Finite Difference Schemes for Complex Diffusion Processes. SIAM J. Numer. Anal. 50(3): 1284-1296 (2012)

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