Conference Proceedings

Lai, Choi-Hong, Crane, Diane and Davies, Alan (2007) On a parallel time-domain method for the nonlinear Black-Scholes equation. In: Domain Decomposition Methods in Science and Engineering XVI. Lecture Notes in Computational Science and Engineering (55). Springer Berlin Heidelberg, Berlin, Heidelberg, Germany, pp. 659-666. ISBN 9783540344681 ISSN 1439-7358 (doi:https://doi.org/10.1007/978-3-540-34469-8_82)