Archived publication

Archived publication

The multigrid algorithm applied to the discretized Black and Scholes equation; a convergence analysis

Almendral Vazquez, Ariel; Nielsen, Bjørn Fredrik

August 25, 2003

SAND

  • Refereed: 0
  • Conference: 11th GAMM-Workshop on Multigrid and Hierarchic Solution Techniques
  • Title: The multigrid algorithm applied to the discretized Black and Scholes equation; a convergence analysis
  • Author(s): Almendral Vazquez, Ariel; Nielsen, Bjørn Fredrik
  • Published date: August 25, 2003
  • Page(s):
  • ISBN: 0168-9274
  • Publisher: