A nonstandard finite difference scheme for a nonlinear Black-Scholes equation

DOI10.1016/J.MCM.2011.11.009zbMATH Open1305.91238OpenAlexW2037087448WikidataQ57572545 ScholiaQ57572545MaRDI QIDQ2256464

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Publication date: 19 February 2015

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Full work available at URL: https://doi.org/10.1016/j.mcm.2011.11.009

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