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Ansgar Jüngel · Study

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Ansgar Jüngel

2 works· latest 2004· 1 institutionscluster: provisionalORCID 0000-0003-0633-8929

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i102

Citations130

Works here2

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04

Most cited in this library

High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation2003 · 78 citations
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation2004 · 52 citations

Works

2 shown

Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation

ESAIM Mathematical Modelling and Numerical Analysis·2004·3 authors·Open access

52citations

High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation

International Journal of Theoretical and Applied Finance·2003·3 authors·Open access

78citations