Miglena N. Koleva, Lubin G. Vulkov. A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance. In Ivan Lirkov, Svetozar Margenov, Jerzy Wasniewski, editors, Large-Scale Scientific Computing - 9th International Conference, LSSC 2013, Sozopol, Bulgaria, June 3-7, 2013. Revised Selected Papers. Volume 8353 of Lecture Notes in Computer Science, pages 602-610, Springer, 2013. [doi]
Abstract is missing.