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Numerical option pricing without oscillations using flux limiters
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
2015 (English)In: Computers and Mathematics with Applications, ISSN 0898-1221, E-ISSN 1873-7668, Vol. 70, 1-10 p.Article in journal (Refereed) Published
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2015. Vol. 70, 1-10 p.
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Computational Mathematics
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URN: urn:nbn:se:uu:diva-252895DOI: 10.1016/j.camwa.2015.04.003ISI: 000356118500001OAI: oai:DiVA.org:uu-252895DiVA: diva2:811970
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Available from: 2015-05-12 Created: 2015-05-13 Last updated: 2017-12-04Bibliographically approved

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fulltext(1479 kB)141 downloads
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Lötstedt, Pervon Sydow, Lina
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