The multigrid algorithm applied to the discretized Black and Scholes equation; a convergence analysis Ariel Almendral-Vazquez Bjørn Fredrik Nielsen Publication details Event: 11th GAMM-Workshop on Multigrid and Hierarchic Solution Techniques Year: 2003 Ariel Almendral Vazquez Senior Research Scientist You are here: Home Publications Scientific lecture The multigrid algorithm applied to the discretized Black and Scholes equation; a convergence analysis
