ESAIM: Mathematical Modelling and Numerical Analysis (ESAIM: M2AN)

Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation

Bertram Düring, Michel Fournié and Ansgar Jüngel

ESAIM: M2AN, 38 2 (2004) 359-369

Published online: 15 March 2004

DOI: 10.1051/m2an:2004018

Bertram Düring

Michel Fournié

Ansgar Jüngel

Articles written by ALL the selected authors (AND)

Articles written by ANY OF the selected authors (OR)