Miglena N. Koleva, Lubin G. Vulkov. A Numerical Study of a Parabolic Monge-Ampère Equation in Mathematical Finance. In Ivan Dimov, Stefka Dimova, Natalia T. Kolkovska, editors, Numerical Methods and Applications - 7th International Conference, NMA 2010, Borovets, Bulgaria, August 20-24, 2010. Revised Papers. Volume 6046 of Lecture Notes in Computer Science, pages 461-468, Springer, 2010. [doi]
Abstract is missing.