https://hal.archives-ouvertes.fr/hal-00019756
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Submitted on : Monday, February 27, 2006 - 3:37:47 PM Last modification on : Friday, March 27, 2020 - 3:52:20 AM
Yves Achdou, B. Franchi, N. Tchou. A partial differential equation connected to option pricing with stochastic volatility: regularity results and discretization. Math. Comp., 2005, 74, pp.1291-1322. ⟨hal-00019756⟩