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A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models

Miglena N. Koleva, Lubin G. Vulkov. A Unified Numerical Approach for a Large Class of Nonlinear Black-Scholes Models. In Ivan Lirkov, Svetozar Margenov, editors, Large-Scale Scientific Computing - 11th International Conference, LSSC 2017, Sozopol, Bulgaria, June 5-9, 2017, Revised Selected Papers. Volume 10665 of Lecture Notes in Computer Science, pages 583-591, Springer, 2017. [doi]

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Miglena N. Koleva

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Lubin G. Vulkov

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