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Implementation of Alternating Direction Explicit Methods for Higher Dimensional Black-Scholes Equations

AuthID
P-00M-6P9

Author(s)

Bučková, Z

Pólvora, P

Ehrhardt, M

Günther, M

Editor(s)

Todorov M.D.

Document Type

Proceedings Paper

Year published

2016

Published

in AIP Conference Proceedings, ISSN: 0094-243X

Volume: 1773

Conference

8Th International Conference for Promoting the Application of Mathematics in Technical and Natural Sciences, Amitans 2016, Date: 22 June 2016 through 27 June 2016

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Sources

Publication Identifiers

DOI: 10.1063/1.4964961

Scopus: 2-s2.0-84994097629

Source Identifiers

ISSN: 0094-243X

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Implementation of Alternating Direction Explicit Methods for Higher Dimensional Black-Scholes Equations

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Implementation of Alternating Direction Explicit Methods for Higher Dimensional Black-Scholes Equations

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