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A fast stationary iterative method for a partial integro-differential equation in pricing options.

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Bibliographic Details
Title: A fast stationary iterative method for a partial integro-differential equation in pricing options.
Authors: Lin, Fu-Rong1 frlin@stu.edu.cn, Yang, Hai-Xia1
Source: Calcolo. Dec2013, Vol. 50 Issue 4, p313-327. 15p.
Database: Academic Search Ultimate
Description
ISSN:00080624
DOI:10.1007/s10092-012-0070-4