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