High order compact finite difference schemes for a nonlinear Black Scholes equation
Bertram Düring ; Michel Fournié ; Ansgar Jüngel
| Year of publication: |
2001
|
|---|---|
| Authors: | Düring, Bertram ; Fournié, Michel ; Jüngel, Ansgar |
| Publisher: |
Konstanz : Universität Konstanz, Zentrum für Finanzen und Ökonometrie |
| Extent: | 29 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper series / CoFE. - Konstanz : Universität Konstanz. - Vol. Nr. 01/07 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004734675