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]
@inproceedings{KolevaV13-0,
title = {A Splitting Numerical Scheme for Non-linear Models of Mathematical Finance},
author = {Miglena N. Koleva and Lubin G. Vulkov},
year = {2013},
doi = {10.1007/978-3-662-43880-0_69},
url = {http://dx.doi.org/10.1007/978-3-662-43880-0_69},
researchr = {https://researchr.org/publication/KolevaV13-0},
cites = {0},
citedby = {0},
pages = {602-610},
booktitle = {Large-Scale Scientific Computing - 9th International Conference, LSSC 2013, Sozopol, Bulgaria, June 3-7, 2013. Revised Selected Papers},
editor = {Ivan Lirkov and Svetozar Margenov and Jerzy Wasniewski},
volume = {8353},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-662-43879-4},
}