Miglena N. Koleva, Lubin G. Vulkov. Fast computational approach to the Delta Greek of non-linear Black-Scholes equations. J. Computational Applied Mathematics, 340:508-522, 2018. [doi]
@article{KolevaV18,
title = {Fast computational approach to the Delta Greek of non-linear Black-Scholes equations},
author = {Miglena N. Koleva and Lubin G. Vulkov},
year = {2018},
doi = {10.1016/j.cam.2017.11.002},
url = {https://doi.org/10.1016/j.cam.2017.11.002},
researchr = {https://researchr.org/publication/KolevaV18},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {340},
pages = {508-522},
}