J. C. Cortés, Lucas Jódar, R. Sala, P. Sevilla-Peris. Exact and numerical solution of Black-Scholes matrix equation. Applied Mathematics and Computation, 160(3):607-613, 2005. [doi]
@article{CortesJSS05,
title = {Exact and numerical solution of Black-Scholes matrix equation},
author = {J. C. Cortés and Lucas Jódar and R. Sala and P. Sevilla-Peris},
year = {2005},
doi = {10.1016/j.amc.2003.11.018},
url = {http://dx.doi.org/10.1016/j.amc.2003.11.018},
tags = {C++},
researchr = {https://researchr.org/publication/CortesJSS05},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {160},
number = {3},
pages = {607-613},
}