Goll, Christian ; Rannacher, Rolf ; Wollner, Winnifried (2015)
The Damped Crank-Nicolson Time-Marching Scheme for the Adaptive Solution of the Black-Scholes Equation.
In: Journal of Computational Finance, 18 (4)
doi: 10.21314/JCF.2015.301
Article, Bibliographie
| Item Type: | Article |
|---|---|
| Erschienen: | 2015 |
| Creators: | Goll, Christian ; Rannacher, Rolf ; Wollner, Winnifried |
| Type of entry: | Bibliographie |
| Title: | The Damped Crank-Nicolson Time-Marching Scheme for the Adaptive Solution of the Black-Scholes Equation |
| Language: | English |
| Date: | 30 April 2015 |
| Publisher: | Incisive Media Ltd. |
| Journal or Publication Title: | Journal of Computational Finance |
| Volume of the journal: | 18 |
| Issue Number: | 4 |
| DOI: | 10.21314/JCF.2015.301 |
| Divisions: | 04 Department of Mathematics 04 Department of Mathematics > Optimization |
| Date Deposited: | 12 Nov 2020 13:45 |
| Last Modified: | 12 Nov 2020 13:45 |
| PPN: | |
| Export: | |
| Suche nach Titel in: | TUfind oder in Google |
 |
Send an inquiry |
Options (only for editors)
 |
Show editorial Details |
Drucken
Impressum