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]
@article{ArenasGC13,
title = {A nonstandard finite difference scheme for a nonlinear Black-Scholes equation},
author = {Abraham J. Arenas and Gilberto C. González-Parra and Blas Melendez Caraballo},
year = {2013},
doi = {10.1016/j.mcm.2011.11.009},
url = {http://dx.doi.org/10.1016/j.mcm.2011.11.009},
researchr = {https://researchr.org/publication/ArenasGC13},
cites = {0},
citedby = {0},
journal = {Mathematical and Computer Modelling},
volume = {57},
number = {7-8},
pages = {1663-1670},
}