Search Results

• Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function

  Aicha Driouch, Hassan Al Moatassime

  2020-05-28

  39874 3483 Pages:247-264

• Spectral Method for the Black-Scholes Model of American Options Valuation

  Haiming Song, Ran Zhang, Wenyi Tian

  2014-03-02

  35149 4987 Pages:47-64