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Optimal and near-optimal advection--diffusion finite-difference schemes III. Black--Scholes equation

✍ Scribed by Smith, R.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal and near-optimal advection-diffu

✍ Smith, R.; Tang, Y. 📂 Article 📅 2001 🏛 The Royal Society 🌐 English ⚖ 523 KB

Optimal and near-optimal advection-diffu

✍ Smith, R. 📂 Article 📅 2001 🏛 The Royal Society 🌐 English ⚖ 562 KB

Optimal and near-optimal advection--diff

✍ Smith, R. 📂 Article 📅 2001 🏛 The Royal Society 🌐 English ⚖ 212 KB

Optimal and near-optimal advection-diffu

✍ Smith, R.; Tang, Y. 📂 Article 📅 2001 🏛 The Royal Society 🌐 English ⚖ 207 KB

Optimal and near-optimal advection-diffu

✍ Smith, R. 📂 Article 📅 2000 🏛 The Royal Society 🌐 English ⚖ 430 KB

Optimal and near-optimal advection-diffu

✍ Smith, B. R. 📂 Article 📅 1999 🏛 The Royal Society 🌐 English ⚖ 373 KB