A nonstandard finite difference scheme for a nonlinear Black-Scholes equation

Abraham J. Arenas, Gilberto C. González-Parra, Blas Melendez Caraballo. A nonstandard finite difference scheme for a nonlinear Black-Scholes equation. Mathematical and Computer Modelling, 57(7-8):1663-1670, 2013. [doi]

Authors

Abraham J. Arenas

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Gilberto C. González-Parra

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Blas Melendez Caraballo

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