Yuri M. Dimitrov

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Numerical Scheme

Diffusion Equation

Finite Difference

Top Venues

Publications

Yuri M. Dimitrov, Lubin G. Vulkov
High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation. CoRR (2016)