Goll, C., Rannacher, R., & Wollner, W. (2015). The damped Crank-Nicolson time-marching scheme for the adaptive solution of the Black-Scholes equation. The journal of computational finance, 18(4), .
Chicago Style (17th ed.) CitationGoll, Christian, Rolf Rannacher, and Winnifried Wollner. "The Damped Crank-Nicolson Time-marching Scheme for the Adaptive Solution of the Black-Scholes Equation." The Journal of Computational Finance 18, no. 4 (2015).
MLA (9th ed.) CitationGoll, Christian, et al. "The Damped Crank-Nicolson Time-marching Scheme for the Adaptive Solution of the Black-Scholes Equation." The Journal of Computational Finance, vol. 18, no. 4, 2015.
Warning: These citations may not always be 100% accurate.