Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model
Crossref DOI link: https://doi.org/10.1007/s11075-016-0138-3
Published Online: 2016-05-06
Published Print: 2017-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Koleva, Miglena N.
Mudzimbabwe, Walter
Vulkov, Lubin G.
Text and Data Mining valid from 2016-05-06