Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function - Détails de la publication

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Multigrid Method for a Two Dimensional Fully Nonlinear Black-Scholes Equation with a Nonlinear Volatility Function

Auteur

Aicha Driouch, Hassan Al Moatassime

Revue

Journal of Mathematical Study

Année

2020

Chercheur

AL MOATASSIME HASSAN

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