A superconvergent fitted finite volume method for Black–Scholes equations governing European and American option valuation

Publisher: John Wiley & Sons Inc

E-ISSN: 1098-2426|31|4|1190-1208

ISSN: 0749-159x

Source: NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Vol.31, Iss.4, 2015-07, pp. : 1190-1208

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Abstract