High-order adaptive space-discretizations for the Black-Scholes equation

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Works Cited by This (9)

Action	Title	Year	Authors
+	None	2002	Per Lötstedt Stefan Söderberg Alison Ramage Lina Hemmingsson-Frändén
+	Pricing Financial Instruments: The Finite Difference Method	2000	C. J. Randall Domingo Tavella
+ PDF Chat	Generation of finite difference formulas on arbitrarily spaced grids	1988	Bengt Fornberg
+	High Order Difference Schemes for Unsteady One-Dimensional Diffusion-Convection Problems	1994	Alain Rigal
+ PDF Chat	Pricing European multi-asset options using a space-time adaptive FD-method	2007	Jonas Persson Lina von Persson
+	Space–time adaptive finite difference method for European multi-asset options	2007	Per Lötstedt Jonas Persson Lina von Sydow Johan Tysk
+ PDF Chat	GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems	1986	Yousef Saad Martin H. Schultz
+ PDF Chat	High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation	2003	Bertram Düring Michel Fournié Ansgar Jüngel
+	Solving ordinary differential equations I (2nd revised. ed.): nonstiff problems	1993	Ernst Hairer Syvert P. Nørsett Gerhard Wanner