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~person:"Düring, Bertram"
~person:"Jiang, Yilun"
~subject:"Theorie"
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Search: subject:"Viscosity Solution"
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Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation
Fournié, Michel
;
Düring, Bertram
;
Jüngel, Ansgar
-
2004
difference solution converges locally uniformly to the unique
viscosity
solution
of the continuous equation. The proof is based …
Persistent link: https://www.econbiz.de/10010263420
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