The multigrid algorithm applied to the discretized Black and Scholes equation; a convergence analysis Ariel Almendral-Vazquez Bjørn Fredrik Nielsen Publikasjonsdetaljer Arrangement: 11th GAMM-Workshop on Multigrid and Hierarchic Solution Techniques År: 2003 Ariel Almendral Vazquez Seniorforsker Du er her: Hjem Publikasjoner Vitenskapelig foredrag The multigrid algorithm applied to the discretized Black and Scholes equation; a convergence analysis
