On splitting-based numerical methods for nonlinear models of European options

Miglena N. Koleva, Lubin G. Vulkov. On splitting-based numerical methods for nonlinear models of European options. Int. J. Comput. Math., 93(5):781-796, 2016. [doi]

Authors

Miglena N. Koleva

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Lubin G. Vulkov

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