Dave A. Voss, Abdul-Qayyum M. Khaliq, S. H. K. Kazmi, H. He. A Fourth Order -stable Method for the Black-Scholes Model with Barrier Options. In Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L Ecuyer, editors, Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III. Volume 2669 of Lecture Notes in Computer Science, pages 199-207, Springer, 2003. [doi]
Abstract is missing.