Positive numerical splitting method for the Hull and White 2D Black–Scholes equation

Publisher： John Wiley & Sons Inc

E-ISSN： 1098-2426|31|3|822-846

ISSN： 0749-159x

Source： NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Vol.31, Iss.3, 2015-05, pp. : 822-846

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