Koleva, Miglena N.; Vulkov, Lubin G. A positive flux limited difference scheme for the uncertain correlation 2D Black-Scholes problem. (English) Zbl 1338.91154 J. Comput. Appl. Math. 293, 112-127 (2016). MSC: 91G60 65M06 65M12 91G20 PDF BibTeX XML Cite \textit{M. N. Koleva} and \textit{L. G. Vulkov}, J. Comput. Appl. Math. 293, 112--127 (2016; Zbl 1338.91154) Full Text: DOI arXiv OpenURL
Wu, Xianbin Accurate numerical method for pricing two-asset American put options. (English) Zbl 1264.91141 J. Funct. Spaces Appl. 2013, Article ID 189235, 7 p. (2013). MSC: 91G60 91G20 65M06 PDF BibTeX XML Cite \textit{X. Wu}, J. Funct. Spaces Appl. 2013, Article ID 189235, 7 p. (2013; Zbl 1264.91141) Full Text: DOI OpenURL