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]
@article{DurisTLS16,
title = {Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations},
author = {Karol Duris and Shih-Hau Tan and Choi-Hong Lai and Daniel Sevcovic},
year = {2016},
url = {http://www.degruyter.com/view/j/cmam.2016.16.issue-1/cmam-2015-0035/cmam-2015-0035.xml},
researchr = {https://researchr.org/publication/DurisTLS16},
cites = {0},
citedby = {0},
journal = {Comput. Meth. in Appl. Math.},
volume = {16},
number = {1},
pages = {35-50},
}