Kim Volders
- Stability and convergence analysis of discretizations of the Black-Scholes PDE with the linear boundary condition
2012/08/25 by Karel in ’t Hout, Hout, Karel in 't, Kim Volders +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical functions and polynomials #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Stochastic processes and financial applications