Jisang Lyu, Eunchae Park, Sangkwon Kim, Wonjin Lee, Chaeyoung Lee, Sungha Yoon, Jintae Park, Junseok Kim. Optimal non-uniform finite difference grids for the Black-Scholes equations. Mathematics and Computers in Simulation, 182:690-704, 2021. [doi]
Abstract is missing.