Chernogorova, T., Valkov, R. Positive numerical splitting method for the Hull and White 2D Black-Scholes equation,
, , ISSN 0749-159X.
Chernogorova, T., Valkov, R. .
Positive numerical splitting method for the Hull and White 2D Black-Scholes equation.
: , , ISSN 0749-159X.
Chernogorova, T., Valkov, R. ()
Positive numerical splitting method for the Hull and White 2D Black-Scholes equation,
: , ISSN 0749-159X
Chernogorova, T., & Valkov, R.
().
Positive numerical splitting method for the Hull and White 2D Black-Scholes equation. // <I>Numer.<D> meth. part differ. equ., 31, 2015, № 3, p. 822-846..