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]
@article{KolevaV16-0,
title = {On splitting-based numerical methods for nonlinear models of European options},
author = {Miglena N. Koleva and Lubin G. Vulkov},
year = {2016},
doi = {10.1080/00207160.2014.884713},
url = {http://dx.doi.org/10.1080/00207160.2014.884713},
researchr = {https://researchr.org/publication/KolevaV16-0},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {93},
number = {5},
pages = {781-796},
}