ACHDOU Y., FRANCHI B., TCHOU N. (2005). A partial differential equation connected to option pricing with stochastic volatility: regularity results and discretization. MATHEMATICS OF COMPUTATION, 74, 1291-1322 [10.1090/S0025-5718-04-01714-4].
A partial differential equation connected to option pricing with stochastic volatility: regularity results and discretization
FRANCHI, BRUNO;
2005
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