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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