Liste des citations dans Numdam pour : Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 38 (2004), p. 359-369 / Harvested from Numdam

Company, Rafael ; Jódar, Lucas ; Pintos, José-Ramón

Consistent stable difference schemes for nonlinear Black-Scholes equations modelling option pricing with transaction costs
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 43 (2009), p. 1045-1061 / Harvested from Numdam