The damped Crank-Nicolson time-marching scheme for the adaptive solution of the Black-Scholes equation
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| Main Authors: | , , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
June 2015
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| In: |
The journal of computational finance
Year: 2015, Volume: 18, Issue: 4, Pages: 1-37 |
| ISSN: | 1460-1559 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Christian Goll, Rolf Rannacher and Winnifried Wollner |
| ISSN: | 1460-1559 |
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