Karol Duris, Shih-Hau Tan, Choi-Hong Lai, Daniel Sevcovic. Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations. Comput. Meth. in Appl. Math., 16(1):35-50, 2016. [doi]
Abstract is missing.