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CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY
https://doi.org/10.1142/S0218202595000085Cited by:86 (Source: Crossref)
Abstract
We present several results and methods concerning the convergence of numerical schemes for problems arising in Finance theory. This paper is essentially expository but we present however new results concerning some problems of rate of convergence.
