Rock S. Koffi | DeepAI

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Antoine Tambue
9 publications

research

∙ 12/29/2019

Convergence of the Two Point Flux Approximation and a novel fitted Two-Point Flux Approximation method for pricing options

In this paper, we deal with numerical approximations for solving the Bla...

0 Rock S. Koffi, et al. ∙