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] : Univ. Konstanz, Center of Finance and Econometrics
Subject:	Black-Scholes-Modell \| Black-Scholes model \| Nichtlineare Optimierung \| Nonlinear programming \| Hedging \| Transaktionskosten \| Transaction costs \| Theorie \| Theory
Description of contents:	Description [econometrics.wiwi.uni-konstanz.de]

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