Junseok Kim, Taekkeun Kim, Jae-Hyun Jo, Yongho Choi, Seunggyu Lee, Hyeongseok Hwang, Minhyun Yoo, Darae Jeong. A practical finite difference method for the three-dimensional Black-Scholes equation. European Journal of Operational Research, 252(1):183-190, 2016. [doi]
@article{KimKJCLHYJ16,
title = {A practical finite difference method for the three-dimensional Black-Scholes equation},
author = {Junseok Kim and Taekkeun Kim and Jae-Hyun Jo and Yongho Choi and Seunggyu Lee and Hyeongseok Hwang and Minhyun Yoo and Darae Jeong},
year = {2016},
doi = {10.1016/j.ejor.2015.12.012},
url = {http://dx.doi.org/10.1016/j.ejor.2015.12.012},
researchr = {https://researchr.org/publication/KimKJCLHYJ16},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {252},
number = {1},
pages = {183-190},
}